When this type of thing happens with me I keep and attend the appointment anyway.

For starters because its the holidays so I can understand that the psychiatrist may not have had time to fax the files and so forth. I run a support group for women survivors of sexual abuse and Im lucky if I get 4 hours of sleep a night over the holidays and during the day Im out meeting these women at the local library, coffee shops and so on and I only have 10-15 women in the group at any time. imagine what a therapy professional goes through with 60-80 a week.
its probably not personal that she hasn't sent the info.

So what I do is go to the appointment . Ive had 19 different therapy professionals and each one understood that it takes time to recieve the files and so on. And they set up the appointment anyway before they have those files and so on. which says they expect and understand this kind of thing happens otherwise they would have told you scheduling will call you when they recieve the paperwork.

The therapist with the upcoming appointment has set aside that space and time for you You show up at the very least she is going to come to the waiting area and ask you back into the meeting room and then tell you she hasn't recieved any paperwork yet but you can tell her why you need to see her and the two of you start deciding what your goals to solve that problem will be. Basically filling in the intake forms. You can also during this intake session place a call to your psychiatrist asking for the paperwork and your therapist at that session can have a short conversation with the psychiatrist basically getting the info verbally which also fits insurance protocals.