Hello Steph and thanks for using Just Answer.
My name is ***** ***** am happy to assist you with your enquiry.
Whenever Probate of a Will is obtained, it becomes a public document and the Probate Registry are under a duty to disclose a copy of the Will if any member of the public requests it and pays the fee. As the Probate Registry have returned your fee, confirming that they have no public record, means that Probate has never been issued.
Probate is only required where the decease left asset sin their own name amounting to more than £5-£10,000. Hence, if all assets were held jintly with their spouse, or their own assets were under this threshold, there would have been no requirement to obtain Probate. In such circumstances, any Will that may have been made remains a private document and unless the Executor is happy to provide a copy, there is no way of obtaining a copy by any other means.
If your friend had written you a letter, I don't know if he would have stored this with his Will, bearing in mind your friendship was a secret. If he had left a letter with a third party, I would have hoped that this would have been dicslosed to you by now.
I am sorry this is not the answer you were looking for, but it sets out the legal position.