As FumbleFingers mentions in his comment, this structure is fine and not uncommon. In English, we often modify the sentence to match a particular perspective, in this case the perspective of Elena, from the future, looking back over something I did in the past. This in comparison to:
Elena will correct me if I miss something important.
This perspective is of me, looking forward to something I will do, which Elena will later correct.
This can be tricky and can be ambiguous without good time markers. Although you provide this information in your question, in your actual example it's not clear if you will miss something in the future (from when you are speaking) or you've already missed something in the past. In casual conversation, this information might not be important or you might have already provided context in the previous sentence, so it's not a big deal. Just something to think about.
Consider these two examples:
Elena said she will correct me if I miss something important.
Elena said she will correct me if I missed something important.
Because I'm indirectly quoting Elena, it's more apparent that, if I say "miss". it means I will do the task in the future, and "missed" means I've already done the task.
Of course, this assumes that everyone chooses their words carefully instead of talking as they are thinking. Native speakers often say sentences with confusing or ambiguous verb tenses, and you have to parse the actual meaning from context.