Hi Maria :) I would say:
'Unfortunately, we haven't received the SWGR quote. The factory is asking for an extension until Friday the 19th, as they've been on Christmas vacation.'
note... haven't is is past tense, therefore the receiving of the quote should be also. Their 'asking' is present tense. I see no need to make that one sentence, I think it's clearer if it is split into 2 separate sentences.