If you get the message that you have received them they will be in your squad.

I am thinking it might be a glitch, they should appear at the end of your list with the U21 as he said.
The only thing is, are you sure you didn't start upgrading/building on the junior pitch? This will restart the gestation for youth, and is a mistake I made the first time.
Please contact support on this since it sounds like a glitch/bug: Nordeus Support