Someone might need to go to the Ayuntamiento and check out that the transfer has been made into your name. It's possible that all is in order but that they aren't issuing an actual bill ... you can't set up a direct debit, I believe, until the first one is paid with real money anyway.
Who took care of all your admin and transfers when you bought your apartment? They should be helping you with this, or at the least confirming what the situation is in your case.
