For some reason, they did not get all the documents from the NVC. My husband sent them tax transcripts for the previous three years for both himself and his father. In addition, he sent W2s and 1040s for the last tax year. The embassy never received the W2s. So I woke my husband up at 2am PST to have him search around the house for these forms and fax them back before the embassy closed.
Other than this frightening moment, everything went well.
The second time I saw the consular she was very apologetic and nice (my husband called her after he faxed the documents).
We could not get though why they would need this information when the NVC already said it was accepted. It was such a scare!