Is there anything we should tell Polo in order to get our share of the airdrops?
Nothing : it's before the snapshot to ask to Polo, not after.
FYI, Polo was listed as participating on Stellar's airdrop page. Then AFTER the airdrop they claimed they never agreed to participate. Some of us spent an awful lot of time and lost out on hundreds of dollars worth from loans and in fees moving funds and so on, to get our BTC to Polo for the airdrop.
ZenFr, be sure to raise a support ticket with Polo and keep pushing the issue so they can't just wish it away. Even if Stellar is basically at fault Polo did us a disservice by ignoring the fact that they were very publicly listed for months on the Stellar page and didn't bother challenging it until after everything sent their money in to them.
I've suggested on Reddit that Polo should create an API setting that allows a 3rd party you share an API key with to see your account holdings over time (but no other information/rights). That way Stellar could directly send STR to those of us with claims, and in the future any other airdrops could use this API without needing to bother Polo staff with support requests for their airdrops. So I'm hopeful they will see the value in that idea.