Ok, I am sorry but this 100% reads like they sent your entire application back on 15th September as they considered it incomplete. They are effectively saying that if you haven't received it you need to compile a new application.
By all means phone them to confirm it - but it seems to me that CIC mailed your application back to you and Canada Post have lost it
How long would it take you to re-gather all your supporting documents? You should be able to get a copy of your IELTS results without having to re-sit. Also if you get the up-to-date visa specific checklist for your visa office you will probably find that the police certificate is no longer required at this stage.
Hopefully your employers an ex-employers may still have copies of your reference letters they can re-print?
Which NOC code are you applying under? Currently only 1122 is looking danger of being full any time soon, so if you can re-gather your documents in a couple of weeks you should have a good chance to still get another application in.
Best of luck,
Wayne.