You can do this one of 2 ways.
1) Pay down the balance of your current FHA mortgage prior to the refinance so when the new lender pulls your pay off for the new mortgage, it shows a lower balance.
2) Borrow the money from your parents & fully disclose the terms on repayment to the credit union & bring the money to closing.
The lender will want to know about any major payments or cash flow through your accounts. If your parents "give" you the money, you have a chance. If it's a loan, they will likely change the terms to reflect a second lien on the property. This is normal.
My suggestion is to discuss what you are hoping to do with your credit union and be open about your options. You may also want to see what a mortgage broker can provide I love credit unions, but they are often very limited in what they can offer. A mortgage broker will have significantly more options available to accomplish your goals. Best of luck.