If you will call the UKVI (I provided the link above), they will be able to tell you what things you needed. I'm honestly not sure what they will ask you to provide. But again, read the ones written below and it says there what may be requested from you and your wife. CALL THE UKVI FOR MORE INFO NEEDED ASAP.

If the applicant applies for a replacement visa (or leave) you will need to see a police report or other evidence that satisfactorily establishes that the passport is no longer in their possession. This also applies if an applicant had ‘leave to remain’ granted in the UK and are now applying to have it replaced overseas. If required, you may be ask for supporting documentation to establish that their circumstances have not changed. ECOs may need to refer to Evidence and Enquiry to obtain information on an applicant’s leave validity granted in the UK.