The number you enter on the website isn't the number of an individual Premium Bond. (If it was, someone with thousands of Premium Bonds would have to check them all individually). It's a 'holder's number', which checks all Premium Bonds owned by that person. (A holder's number is NOT the same as an NS&I number).
If you've got an NS&I number you can register for the online service which will, in turn, tell you your holder's number
https://www.nsandi.com/online-registration
If you've not got an NS&I number, write to them:
https://www.nsandi.com/how-do-i-get-touch