Did I install my sleeve anchor correctly?
It appears to my eye to be installed entirely correctly. To be sure, try to hang a fairly significant amount of weight (about 2x to 3x the weight of the ceiling fan) on that loop and see if the anchors hold. That multiple of the ceiling fan weight is your "safety factor". Use a cheap weight for that - maybe a plastic bucket filled with books. You'd much rather accidentally drop a bucket full of books while you're watching it than drop the expensive ceiling fan on some little kid's head while it's running at high speed.

This is a masonry ceiling? Those anchors are only suitable for masonry, never for drywall.