Call this number for the National Visa Center: 202-663-1225 and give them your LND number. Ask them when they mailed Packet 3. Once you have mailed your packet 3 off you can keep in touch with NVC and make sure they received and logged it. Then a few weeks later you can check for an interview date.
Don't worry about informing the Embassy about not getting the packet 3. I just verified my fiance's address with the NVC. No need to wait for a new packet to be sent. We did receive the Packet 4 - which is just the interview letter. No problems from the Embassy other the missing Packet 3.