Can I claim the local dividend exemption where I dont have a certificate for them?

You don't need to provide supporting documentation to SARS unless asked for it. If you received local dividends and have included that in the tax return because you answered Yes to the TaxTim question then you will need to include that in your tax return. It would be based on the knowledge you have that you have received dividends from a local source either because you have a certificate or you were told about it.