It is not your fault that your previous employer has closed down business.
Many businesses have started closed and employees have joined or left such companies.
As long as your documents are true, there is nothing to fear.
12th October 2018 From India, Pune
1) A reference letter from a well known personality to known to you such as MPs/MLA/ College/School Principal, a family doctor, a former colleague, banker, Post master etc.
2) Obtain a Police verification certificate from the Commissioner of Police from your area where residence is located.
3) Firms used to utilise the services of private investigating agencies who carry out such verification check (BGC). Probably you might consult what to do in this circumstances, they may some clue.
13th October 2018 From India, Bangalore