Credit Memo Applied to invoices but doesnt show on cheque stub

I presume you mean vendors' bills, not customer invoices.

If a bill has been paid in full by applying a credit, that bill cannot be paid again by a cheque so it will not be listed on the cheque stub.  You can print a Transaction History report for either the Bill or the Credit (or both) and send that to the vendor.  Open the transaction, press Ctrl-Y (or Reports >> Transaction History).

If a credit does not apply to one specific bill, you can specify that it applies to a larger bill and pay the balance of the bill by cheque; if you do this, the bill and credit WILL be listed on the bill payment stub.