Eye.. the assessor let me go back 3 years and get the refund. You have to go there in person though and fill out the exemption forms which was a pain in the ass cause I had to go all the way to the county building downtown... but for Will county I think that's just in Joliet. I'd try again if I were you. It was well worth it for me. It was about $700 per year.
And I agree that the mortgage companies should say something. Although they are making $$ of your $$ sitting in escrow so I can see why they wouldn't.
Edit.. whoops, I thought you said Will, not Lake..