Check with the person in your (former) agency's HR Office who handles retirements, and make sure that your "Late Date In Pay Status" date has been submitted to OPM. You may also want to check (again) with OPM's Retirement Operations Center in Boyers, PA. The information may have gotten "lost", and may need to be resubmitted.
I remember contacting Boyer's after a few weeks wait, and was told they had not received my "Late Date In Pay Status" date. I contacted my (former) agency's HR Office, and was told they had submitted the information; but, would submit it again. Within TWO or THREE DAYS after that call I received my first Interim Pay Direct Deposit! All of the OTHER payments (Direct Deposits) came on the first of the month (or the last day of the prior month).
I was on LWOP for almost a year so my "Late Date In Pay Status" date was 9/1/2007. My "Retirement Date" was 6/21/2008, and my "Back Pay" and "Regular" Payments started about 10/1/2008 (my benefits/60% of high-3 rate started as of 9/1/2007). So, I was in Interim Pay Status from about early-mid July 2008 until the end of FY 2008 (9/30/2008).
Hope this helps you get some idea on the timing of things!