nope, i’m pretty sure you’re set. if you have a magic band from a previous trip, you should be able to just scan it and your trip info will be available to the cast member at the podium.
we’re canadian, and although we get the ME confirmation letter and yellow luggage tags, we never get magic bands shipped to us. we’ve never run into problems. one time, we changed resorts at the last minute (within a week of arrival) and there was no way new yellow luggage tags would make it to our home. the person we spoke to on the phone advised us to just cross out the hotel on the tags we already had and write the new hotel. i think the bar code must show the most recent info too? anyways, our bags made it to us as quickly as they ever do.
all of this is to say i think the paperwork is mostly to comfort us. disney has everything organized electronically, and you shouldn’t run into problems.