Application Received is just a letter/email saying CIC has received your application. On the letter it will have a file number. Potentially you could get an AOR (acknowledgment if receipt) from Mississauga and from the visa office processing stage 2. You do not always get an AOR.
Sponsor approval is a letter which states that the sponsor has met the requirements and says that the application has been transferred to a visa office abroad for processing. It will have the address of the visa office listed.