"Arizona had only one insurance provider in the marketplace which exempts individuals from having to buy healthcare insurance"

This is not one of the exemptions available, as far as I am aware.  If you are referring to affordability on the basis the premium for employer-sponsored or a bronze level coverage exceeded 8.05% of your client's household income, the code for Part III of F.8965 is "A" unless your client was approved for marketplace exemption in advance, in which case, you'd enter the ECN in Part I of the form.

In case this is not what you were referring to, please provide your citation for the exemption so that we may take a second look.