The Daily Caller has this on previous FOIA requests for Hillary Clinton's e-mails while serving as Secretary of State. The response, per the article, was that no records existed. This was likely because FOIA staff had no idea where to look.
This is yet another example of why strong FOIA and records management leadership is needed in all of the government. The President issued guidelines on both, but they have been largely ignored by agencies because no one is enforcing his statements. A records management/FOIA tsar is badly needed (and it was needed in previous administrations as well).