Your question is slightly confusing because the confirmation statement replaced the annual return on 30 June 2016. You will find more information here:
https://ewf.companieshouse.gov.uk/help/en/stdwf/confirmationStatementHelp.html
You certainly can make an API request for confirmation statements using the following endpoints:
GET https://api.company-information.service.gov.uk/company/{company_number}/filing-history
GET https://stream.companieshouse.gov.uk/filings
I hope this helps.