Can't be exactly sure about the current situation, but in the not too distant past, Credit Union loans were private and details need not be revealed to mortgage lenders.
Clink on this link and it shows what CU are registered with the ICB, not all are.
If your isnt you need to make sure you do not have a DD set up on your bank account to pay the CU loan or the bank will know and then can ask to see details of the loan with them.
You may need to lodge the repayments in cash into the CU to avoid this.