I am building time as a contractor pilot, not as an employee. When I get to the regionals will there still be a PRIA from the company that I contracted for? Or is it only for companies that actually employed me as a pilot?

Every pilot has a PRIA as soon as you enter the FAA database

I had 3 companies I listed on my resume as a contract pilot. I told HR multiple times there's no PRIA record. They said they had to send one anyways. The contract company either ignores it or says they have no record because I was a contractor.

If you were working as a contractor, technically you were working for yourself. Change your resume' to reflect self-employment.

I had the PRIA paperwork sent directly to me as a self employed pilot.

Any company you've worked for outside of 5 years will also send something back to the requesting employer that they have no records relating to your employment there.