Yeah, they did have it.
I have never had this issue before with important mail.
I did hold my mail but it was 13 days after the NOA1 date I got, so it is unlikely the hold mail was the issue.
USPS just lost it probably.
She said they do not send copies of the NOA1, but I would think they should for NOA2. And, I have now added the case to my online account, so I think it should show up there.