I've been insured before and not received documents for 4 months, probably MCE too thinking about it.
It's irritating but no big deal, as long as you've parted with your hard earned and there's evidence of it then the police can easily check your status.
Saying that, my insurance is on my birthday in June every year and i couldn't for the life of me tell you who i'm insured with, as i change companies most years, and do it online.
I see the £££ signs, not the company name!