If this is for landing interview, I would definitely go, get the documents you need, ask in the forum what documents you need to bring to that appointment and take the risk.
I think is better to hear from them to wait for the letter in person than missing out the interview.
But don't forget to check spams folders in your e-mail, your spouse, ask a representative if you hired one, or call again and see if they can send the letter.
"Just my two cents"
This kind of misunderstanding puts us all in jeopardy. They have one simple fucking job and is to send a simple letter, only inconsistencies with them.
Good luck
@KAUR.GOSAL let us know how you solve this situation. I think is hard for anyone of us to know what to do on this scenario, hopefully someone with experience in this can get back to you sooner.