What a relief! I just got off the phone with my coordinator and she confirmed that everything was fine except for a minor detail. It seems that one of my referees wrote my name and my contact info where she needed to put her own. Therefore INSEAD could not make out who exactly she was!
But my coordinator confirmed to me that my file was already under review, she just hadn't gotten around to clarify the missing information with me.
So for those who are still waiting for a confirmation e-mail, I strongly suggest that you call them. It has been more than 2 weeks now so they won't hold a grudge against you if you call them. In fact, the two people I spoke to were extremely friendly.
I hope this helps and good luck to all.