Though I am not aware of these KGB records you describe, you are correct that there is no solid, irrefutable evidence proving the Soviets shot down Gary Powers and his U-2 in 1960. The Soviets were aware of U-2 flights over their territory and had long been sending up interceptors and firing surface-to-air missiles (SAMs) to bring one down, but none of these weapons could reach the U-2's high cruising altitude.
Soviet air defense capabilities had been improving rapidly during the 1950s, however, and the US government knew it was only a matter of time before a U-2 was indeed shot down. This increasing threat caused the Central Intelligence Agency (CIA) and the US Air Force to begin searching for a replacement. This search soon led to a competition between the Convair Kingfish and what became the SR-71 Blackbird. However, this replacement was still six years away from entering service when Powers made his ill-fated flight on 1 May 1960.
This flight was originally supposed to occur several days earlier but had been delayed due to bad weather. Furthermore, Pres. Dwight Eisenhower had ordered that no flights be conducted after 30 April because he did not want to jeopardize an important US-Soviet summit scheduled to begin on 16 May. Though Powers' mission was nearly cancelled, the CIA convinced the White House to proceed for several reasons.
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