Since it is has been more than a month that they have sent the letter, you can call them and ask them to resend a new one, or an email if possible. Check that they have the correct email address etc. Depending on how reliable the postal service is where you live, then it might take some time...
However the good news is that it doesn't impact your application, as it has been transferred to the VO abroad the day ( of few days after) you were approved as a sponsor, so you're in the queue no matter what. But of course - it would be nice for you to have the "official" proof of your sponsorship approval.
Good luck,
Sweden