On this website, I do not always get to give good news, and this is one of these times. I understand that hearing things less than optimal is not easy, and I empathize. Thanks in advance for not "shooting the messenger."
Understand that modification is not a right, but a privilege. The lender has no duty to modify. They can work with you to do so if they choose to do so. Until/unless they agree to modify, the original contract controls. They approved the modification, but made it contingent on a few timely payments. You unfortunately missed one of those timely payments, thus the modification process failed.
Once that happened, they initiated foreclosure. They then executed the foreclosure and bought the home themselves at auction. You became a tenant. Then they filed an eviction to have you leave.
The only way someone in your situation can try to possibly set aside the foreclosure is by arguing that they did not give you proper notice of the foreclosure. Within 20 days of the date of the sale the trustee must provide notice by registered or certified mail to the borrower and other parties in interest of the sale date and time, the terms of the sale and a description of the property to be sold. Missouri Revised Statutes, Chapter 443.327. If so, then perhaps the foreclosure may be set aside. In addition the eviction may be stayed/abated (paused or dropped) if one files to set aside the foreclosure.
Needless to say, this has to be done via the court, so counsel is recommended strongly.
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