I received my COPR in 4 business days, but I live in Canada. Not sure how long it takes to cross the pond but I think a month is a little long. Have you tried the call centre? They should be able to confirm which address it was sent to and when.
I'm not sure but I believe I've read about people filing for "lost" COPRs, since they won't issue a second one you have to wait a certain amount of time and fill out some paperwork. I know 0 about this just seen people talking about it, something to look into.