UK Tax question

I worked in the UK from feb 2002 for two years on a working holiday visa (australia).
I never lodged a uk tax return, and I no longer have any of my p45s or p60s.
I had two jobs, one has gone out of business and the other was a nanny job and I have no idea how to contact the family (they were paying tax for me).

I am returning to the uk next year and plan to work (married, ancestry partner visa).
Would there be fines or penalties for not lodging 10 years ago?
Would I need to do anything, tax-wise?

Did I even need to lodge/do anything tax related in the first place??