Yes it is fine. You don't need the 1099-INT statement to add the info to your taxes, it just assists us in the recordkeeping. As long as that's the amount of interest you received from them and you added it in the income place it is fine.
Have you checked your app/online credit union account to see if you can download and print a copy? I would also check your account preference settings just to make sure you aren't signed up for paperless statements. With the way my mail has been lately, there is no telling what happened to it!!