Don't lose hope yet. Gates Scholars are just starting to get notified now, but that doesn't GMS is done notifying everyone. The due date for supplementary materials isn't even until April 11 (although it would be wise to send it in ASAP), so of course, you still have a chance.
When I got the GMS a few years ago, I received my letter on April 1 (I thought it was a cruel joke, although the letter was dated March 29). I know a bunch of my fellow scholars from that year who weren't notified until well into April; I'm talking people who were also selected as Horatio Alger National Scholars, Ron Brown Scholars, and other national scholarships. The scholar notification process has just begun, so give them some time before you give up hope. Do yourself a favor and ease your mind by continuing to apply for other scholarships.