I paid mortgage insurance last year (shown on annual statement), however my 1098 shows nothing in box 5 under "Mortgage Insurance Premiums." Do I enter paid amount or no?

If you paid mortgage insurance (which is different than insurance on the home itself) you should enter it on the tax return, regardless of it being on the 1098.

You just need to have proof of the payments (your statements) should you ever be asked by IRS.