I don't think you'll get through to anyone if you call
Hence, my initial suggestion re case specific enquiry. At least that way, there's also an official record that you sent the information.
And, try not to freak out. It wouldn't surprise me if they hadn't processed the constancia yet and updated your file before someone reviewed your file and made a note asking someone else to send out the request from you. So it may just be a miscommunication given how long it takes to get letters from the Embassy in Mexico.
Just to confirm, the applicant is in Mexico? Otherwise, they may be looking for an informe that the Embassy processed.
Sending good thoughts your way...