The plural of anecdote is not data ... but I'd like to understand your situation, if you don't mind:

1. What state were you in?
2. Did you apply for unemployment?
3. Were you denied it?

> most people who lose their jobs don't get unemployment

Do you have *any* evidence of this?

> we don't count all unemployed people in our unemployment statistics

This is definitely wrong. Do you know there are several unemployment statistics? https://fred.stlouisfed.org/categories/10