Yes, since it is very difficult to get ahold of someone at the IRS these days, it would not hurt for you to file the 3911.
In the meantime, since it may take a while to hear something from the IRS, you could check the IRS account by way of requesting a tax transcript by going to irs.gov/transcript. If you do not already have a login, you will need to create an account. Once your account is created, log in and request an Account Transcript for Tax Year 2020. This will list all actions taken on your account for the 2020 year. This report should also show whether or not they sent the direct deposit, if so it will give you the exact date.
If the transcript shows the direct deposit, double check your bank account. If you cannot find the deposit, then I would call the IRS to verify the bank account that the funds were sent.
