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Well there were documents ordering the killing of Jews, and unless you read exclusively denialist writers you would know this. With your wording I'm not sure if you're being deliberately dishonest or if you're just nonspecific in your wording. But I'm going to assume honesty and believe you're referring to the lack of a Führerbefehl: an order from Adolf Hitler, starting the Holocaust.
First of all, you might want to flip the question: would you necessarily expect an order to undertake a vast criminal conspiracy to survive? Ignore the context of everything else for a second: there were 9 million Jews in Europe, give or take, in 1939 (the Nazis believed a higher number because of their racial theories). Planning to kill that many people would qualify as the greatest conspiracy of all time. The key perpetrators might want to conceal their decision-making a bit. Certainly the lack of similar documents haven't stopped the same people who believe in Holocaust denial from alleging in 9/11 or moon landing conspiracies, as an aside.
And the Nazis were quite keenly aware of the importance of secrecy in what they were undertaking. Not only were they not so un-self-aware that they anticipated the rest of the world might quibble with them murdering millions of civilians, the Aktion T4 program had been undermined by insufficient internal secrecy leading to a considerable protest movement against it both within and without Germany. Awareness of the systematic murder of Jews, POWs, and "useless mouths" could (and eventually did) harden resistance and resolve to German conquest, pacification, and occupation of lands in the East. Institutional and operational secrecy was as important and necessary as the undertaking itself. It was, as Himmler later said, a "glorious chapter that has not and will not be spoken of."
Take the Commissar Order, for example. It acknowledged quite openly that it was brazenly in violation of international law, and there was a concerted effort to limit possible leaks: only thirty copies of the original were created, and the ultimate promulgation to the Army Groups was only extended to 340, and ultimately all copies were ordered to be destroyed. If they had been, presumably you'd also argue that "there was no proof of the order to kill Soviet commissars!" which would again be untrue, because even if the primary source documents had not survived we have plenty of contemporary secondary sources, both of those who received the order (including many who subsequently lied about receiving it) and of those who carried it out.
That at some point Hitler ordered the extermination of Jewry is not contested among historians. The specific date is contested; some favour an "early" hypothesis (around September 1941) and some favour a "late" hypothesis (around November-December 1941). The order was almost certainly issued verbally to Heinrich Himmler, hence the lack of "documents", but many of the key figures in the Nazi regime discussed being aware of such an order. In any case, by the time this order had been issued somewhere between 500,000 and a million Jews had already been murdered, but that's a different discussion and deniers tend to very pointedly ignore the Holocaust by bullets anyways.
The big problem deniers have to always work around is that the Nazis themselves never denied the Holocaust. While individuals might have tried to shirk their specific responsibility, when it came to the criminal trials and executions the one legal defence never attempted was "it didn't happen."
Let's not do a Motte and Bailey here, there were documents ordering the killing of a lot of people in WWII. There are of course documents, well-studied by Revisionists, explicating the executions of Jewish partisans and reprisals against the local population. The executions and reprisals are the grain of truth within the wider Holocaust lore, but at the time reprisals were legal under international law and those reprisals were not even considered a warcrime at Nuremberg for that reason. When people talk about the Holocaust and the "final solution", they are obviously referring to the historical assertion that the extermination of the Jews became a matter of policy of the German government as the "final solution" to the Jewish question, and that most of six million Jews were exterminated in makeshift gas chambers disguised as shower rooms. "There were documents ordering the killing of Jews" is a Motte and Bailey at a comical level.
Let's see how the most eminent Holocaust Historian, Raul Hilberg, describes the origin of the "final solution":
You correctly posit the Holocaust as one of the greatest conspiracies in human history- the trans-continental extermination of millions of people in bedroom-sized gas chambers disguised as shower rooms, using Zyklon B pellets or carbon monoxide from the engine of captured Soviet tanks. But Hilberg would have us believe that there was no plan, no blueprint, no budget for this mass conspiracy. It wasn't carried out by a "plan" but by "an incredible meeting of minds, and consensus mind-reading".
On the other hand, a simple matter like an order for the execution of Commissars, was unable to escape exposure in the documentary body of evidence despite being limited to 30 documents that they tried to keep secret and later tried to destroy. Hilberg and you would have us believe that the greatest conspiracy in human history was accomplished without the benefit or survival of written plans, blueprints, or budgets. It was just mind-reading across the German bureaucracy, according to Hilberg.
If the Commissar order couldn't escape being exposed in the documentary body of evidence, it is entirely incomprehensible that the trans-continental extermination of millions of people in bedroom-sized gas chambers was accomplished without the survival of explicitly written plans, blueprints, or budgets, and without bodies or mass graves that have ever been excavated. The Commissar order was directly exposed in the documents, why wouldn't this far more gargantuan conspiracy?
Actually, some historians suggest that it could have not been known by Hitler but that's besides the point. The assertion that this was a homicidal gas chamber disguised as a shower room used to gas Jews is also not contested among historians, but it has been completely refuted by Revisionists nonetheless.
Historians are all over the place in formulating a date on when the extermination was apparently decided upon, but none of them are internally consistent. Historians who pick a date too early are contradicted by documents proving Hitler and Nazi Leadership still considered the Madagascar Plan to be the "Final Solution." Historians who pick a date later than that run into the fact that it is claimed extermination camps were already built and operational, so they are saying the order came after the construction of the earliest extermination centers. But there is no consensus because there is no evidence to establish any of their positions.
Here's an alternative hypothesis: there was no order and never a plan to exterminate the Jews as the "final solution", and that's why the historians have been unable to find documents or even agree on a basic timeline of how this occurred.
Lastly, I'm sure you are aware that upon liberation it was the Western camps which featured most prominently in the propaganda surrounding German "death camps," like Dachau, which were claimed to be the centers of gas chamber extermination. But the Western Allies investigated those claims and found them to be false. The entire death camp narrative shifted to the East, where the Soviets denied access to outside investigators and freely modified structures post-war (like the Auschwitz "gas chamber.")
If the Western camps were originally accused of perpetuating the greatest conspiracy in human history, and those claims turned out to be completely false, why wouldn't that lower your confidence in the authenticity of identical claims in the Eastern camps where all of the evidence and investigation was managed in the Soviet sphere? The "current" map is now oudated as the United States Holocaust Memorial Museum finally revised their website to revise Majdanek from "extermination camp" to "concentration camp", so that's another "death camp" that is in the dustbin of history due to Revisionist research. And that one was in the East and was in fact liberated before Auschwitz.
You can see this article form August 1944, before the liberation of Auschwitz declaring a mass murder of "1,500,000 in Huge Death Factory of Gas Chambers and Crematories" at Majdanek. Then the Soviets liberated Auschwitz in January 1945 and made the exact same claim. The problem is that in 2003 the death toll at Majdanek was revised to something like 50,000. The entire gas chamber narrative began at Majdanek, and just recently historians are finally admitting it was not an extermination camp.
Given your obvious bent and contempt for academic history, again I don't know if you're being deceitful, ignorant, or just plain dumb. The "functionalist" camp is the pre-eminent one in Holocaust studies; scarce few contemporary historians hold that the Holocaust was masterminded by Hitler from the beginning. The Holocaust began roughly simultaneously within three separate Nazi bureaucracies, each with specific problems, methods, and goals. Again, like almost all deniers do, you steadfastly ignore the Holocaust by bullets. By the time the Holocaust moved onto a more deliberate stage and the combined resources of the Nazi state begin to dedicate itself to the task, yes then we have plenty of documentation of that effort (which again you just ignore). Surely you know you're not convincing anyone who has ever opened a history book on the subject?
Well, Himmler would've disagreed with you. And Heydrich and Eichmann, and Goebbels. C'mon dude, these are your heroes! Why are you denying them their greatest works? Think of the shame they would have if 80-odd years on people who claim to follow in their footsteps would disavow the immense effort and sacrifice in attempting rid Europe of Jewry!
You know, stuff like this really doesn't help convince people. Obvious consensus enforcement works in most places, but a lot of people here are instinctively suspicious of it to the point that it becomes counterproductive to even try.
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