Lost it? We can't be sure about it. You are probably the first one to claim such thing. WES receives thousands of documents and mails each day and each one goes through a process, that is why they take so much of time. You should get in touch with WES via phone and hope to resolve it.
Else, a more proactive way would be to resend them the documents if they claim that they haven't received the documents. Also, check if they have received the package or not via entering your tracking id on Account Menu -> Track My Package on WES account page.