Who do you mean by "we"? I wouldn't expect him or anyone else to send you personally a certified copy of his naturalization papers.
Considering how long he's been on the bench, and the fact that neither Trump nor any other party or attorney that has ever appeared before him has raised this as an issue, it's pretty safe to assume he meets the basic legal requirements for the job.
But if that isn't enough for you, you can always prepare and submit a NY freedom of information act request for those records.
Good luck!
Permanent Resident Alien meets the requirements for being appointed to the job. Merchan was appoionted. So he would be legally on the bench, regardless.
But it would be a shame, and worthty of note, if someone who cannot vote throws Trump in the brig.
I contacted a US Representative about this and the underling who got back to me said, as you seem to have, that “of course he’s a Citizen. He is a judge.”
But see page 2, questions G and H. Clearly, Permanent Resident Alien qualifies:
https://www.governor.ny.gov/sites/default/files/2023-09/Judicial_Appointments_Questionnaire_2023.pdf