Unlike an FPS (Full Payment Submission), an EPS (Employer Payment Submission) filing is created for specific reasons and might not be required every month or even at all.
In this scenerio, you would need to send an EPS to claim reimbursements for statutory payments (not including sick pay).
To claim Statutory Maternity Pay, you must run the statutory payment report as this will create the journal on behalf of you reducing your liabilities to HMRC. If you do not run this report, there will be no amounts suggesting you have anything to reclaim from HMRC.
Once the report has been run, you can then send your EPS to HMRC.