Getting the university to mail something in my name to somewhere, for my own purposes seems nonsense from my European view. Like what do they have to do with a third party?
Of course they will certify and stamp any documents that state objective facts about my studies (during opening hours, after waiting through a long queue). And probably if you explain the things and it sounds important like you git accepted at
That said, things do differ between countries. In Hungary most universities switched from physical booklets where the profs had to physically sign each grade they gave, to an online system about 15 years ago. So no need to collect copies physically now.
In Germany, universities vary in their practices but you can at least print out a proof of enrollment yourself which includes a verification code that third parties can check.
But I think it's possible to get such things done in the end but it will need a lot of explanations and appearing in person.