I once encountered such kind of problem

I made an appointment online for B1/B2 visa application, but I had not received the confirmation package. I made a phone call to the Visa service centre to ask for help, since quite a few guys told me that I even could not get into the Consulate without the confirmation letter. However, the representative in Visa Service Center told me that it was OK if I printed out the letter containing my name, appointment date and the Reference number and brought it with me to show the security guy at the door of the Consulate. The truth was the way worked out, also I found that the security guy had a list of names of applicants on the day, you could just show them the letter I mentioned and they can find your name on the list.
Good luck with your application