You do not have to accept a mortgage commitment since it is unilateral. There are no penalties unless you gave a commitment fee to the lender. The apraisal can be assigned to another lender. That being said, if you went to another lender you would still need to give them the same documentation your lender is asking for. You should keep a folder marked mortgage where you keep copies of everything you sent the lender and a copy of your mortgage application and GFE. Find the documents they are asking for and send copies to the requestor and to their boss (with a note). I bet they won't misplace anything on your file.