The original approval notice is a company document and they are to retain it. You cannot file for the duplicate. You are entitled to your original I-94 card.
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The I-797 is the property of the company, as is the H visa itself. Thus, they were correct in not giving it to you ... nor should they do so in the future, even if the didn't lose it.
You don't need it to do a COS ... print out your scanned copy ... along with a copy of the I-94. ... that will be fine.
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You file with the copy they gave you.
You should retain an experienced immigration lawyer to review all the facts, advise you, and handle the case. You can find one through http://www.ailalawyer.com.
J Charles Ferrari Eng & Nishimura 213.622.2255 The statement above is general in nature and does not constitute legal advice, as not all the facts are known. You should retain an attorney to review all the facts specific to your case in order to receive advise specific to your case. The statement above does not create an attorney/client relationship. Answers on Avvo can only be general ones, as specific answers would require knowledge of all the facts. As such, they may or may not apply to the question.