I never received the confirmation email, but I did take a screenshot of the confirmation page when I booked and brought that. I'd email the embassy again and explain that you don't have the print out and see if they can send you something. The booking page clearly says they'll send an email, and I was concerned when ours didn't turn up. They had all of our names at the check-in point out front, though. I don't think I showed my screenshot print out.
We went in late April and were out in under 2 hours total. I posted in one of the other threads at the time, but I think it was even less than 90 minutes.