Just got a response:
"Thank you for your email. All successful interview candidates how now been notified, if you have not received an email then unfortunately you have not been selected for a Gates Cambridge Scholarship."
So much for that.
Nope. Sent them a message via the contact form on the Gates site, and emailed my department earlier today, hoping they'll get back to me in the next few weekdays.
Any U.S. applicants for the Gates Cambridge fellowship heard back yet about being invited or not invited for an interview (equivalently, about being shortlisted)?