Hi,
Welcome along... and.. breathe!
You don't have any history of being in the UK so the various departments will want you to obtain the check report from back in the USA. Perhaps ask the UKBA for your certificate back ? hopefully it'll be acceptable for the SIA check to go through - I'd guess they also want their fee and also perhaps will need to submit your details against the records they do have so far about you etc.
This is perhaps one of those things where it's just a long winded drag of a process, with overlap and of course double payments/charges. There's not much generally I can think of that would help etc.
If it makes you feel any better, I've just gone through submitting my application for Security related matters which is quite a few rungs higher than the SIA level you are going for. The sheer amount of information needed and that I had to gather was phenomenal, and I know there's multiple higher levels than the one I've just applied for too! I now have to play a waiting game of perhaps 2/3 months before I know the outcomes etc - in this case I personally haven't had to pay the fees needed thankfully!
Hopefully you will get your information and it'll all get cleared and passed etc.
Cheers, DtM! West London & Slough UK!