Unemployed and not paying tax.

I have been unemployed for quite some time. So naturally my income tax return was submitted as zero "unemployed". SARS has requested supporting documents which I have none, not even a IT3B. Can I submit an affidavit stating that I have not supporting documents and confirming that I am unemployed? what are the consequences of doing this, what will I be opening myself up for here?

Yes, please go to your local police station and Swear an affidavit stating you are unemployed.
This should be sufficient proof for SARS.