Simply provide the same explanation as you've given us. Write "Please refer to accompanying letter" in response to the question on the form..
Then, in your covering letter, write "I note that your application form requires the name of my supervisor during my employment with Bloggs Services Ltd. Mr David Jones was my supervisor from April 2018 to June 2018. Mr Jones then left the company and no replacement supervisor was appointed to the role throughout the rest of my service with the company".