You might want to give the state DCJIS inquiry number a try (617-660-4722) before going back to your local police. That's how I found out that my application had been processed, approved, and send back to my local police department about 5 weeks after I applied which was about two weeks before I made the call. Apparently my local PD thinks they need to hang on to the license until my current one expires - I can't seem to convince them otherwise and frankly don't have the energy to push that rope up the hill.
FWIW, I didn't get a receipt when I submitted (first time renewal so I didn't know to ask until after the fact) but I do have a nice bank-supplied image of my cashed check if it ever comes down to proving I applied.