I'll have to check into the CUs. I'm sure SD and others know this, but "no points" like in the example above doesn't mean no closing costs. It just means you're not paying an extra fee to buy down your rate. Also, if a lender offers to wrap your closing costs into the finacing, you're still paying them. What you're looking for is a lender credit to cover the closing costs in exchange for agreeing to a slightly higher interest rate. The lender gradually recovers the closing costs (maybe, maybe not, maybe more - depends on how long you keep the loan) with the higher interest.
In this environment, you're probably better off paying a slightly higher rate in exchange for a lender credit to offset closing costs. It lets you refi again, without spending a dime, if the Covid hysteria continues and rates continue to plunge.
Also, calling your current lender and seeing if they'll give you a mod to reduce your rate in lieu of a refi is a great idea. But often lenders either won't/can't do this (mine) or want some absurd doc fee to complete the mod.