Am I responsible for a missing payment in 2005. Lender 1 sold my mortgage to Lender 2. Lender 1 is asking for an old payment now (after 3 years). Do you think I should make that payment

If you did miss the payment they can ask for it. Look through your records and determine if you actually did miss the payment in question. Lenders are getting picky these days and seeking more money in any area they can.

If it was not made, yes, you owe it to the company that currently owns the mortgage, you can ask them for an accounting statement showing all payments though that period.

It's old mortgage company who is asking for the money. It doesn't have to do anything with my current mortgage company. Old company sold the mortgage 2 years back