Am I worrying for nothing regarding these travel expenses?

I recently interviewed with a small shop in a nice metro area that isn't NY/SF. This team is not local to me, they're half the country away, so I was in from out of town. I hit it off with them, and they invited me to their NY/SF office, travel expenses paid, to meet their original office out there. I said sure, took off work, and flew into the city to meet with them. I let them know my itinerary beforehand, and when I met them in the office, I handed a team member the envelope.

I'd never traveled for an interview before, and I just thought they would write me a check the day I walked in. They instead told me to give them my address so they could mail, so I wrote it down.

I come back from these trips and notice that I have a vacant slip in my mailbox (hadn't checked the mail in a few weeks, I know I'm a dumbass). Interview was about four days ago, and it's very possible that the mail had been sent back. I called my local post office and they had told me they hadn't kept any of my mail. From what I've read online, they usually keep mail for 30 days before returning when a vacant slip's in the box.

In the event that they get the check back in the mail, does this have any negative reflection on me? Should I let them know before they get it? I'm nervous of making any wrong move, I'd love to get this offer. Am I reading way too much into this? Totally possible that they check hasn't even been sent yet. Any advice would be appreciated.