At the moment there seems to be some sort of backlog at DME. I went to WDW on March 9th and had booked DME months in advance. Normally I would have received my package shortly after booking. This time I got the package 2 days before departure. You can call them if you wish, it certainly won't hurt.
If you have magic bands you don't need the letter to get on the bus. As far as your luggage goes you can do one of two things. Collect the bags yourself and take them to the bus...which is what I would suggest. Your other option is to give the claim tickets to the DME folks and they can go and find the bags for you and send them to your resort.