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Hi,
That points to an email delivery issue in the email server. To confirm this I recommend you to install a WordPress email log plugin, these type of plugins will register every email sent from WordPress to the email server and you can detect this way on which side the email is being lost.
Depending of the result of the test you may need to contact hosting support service about the email delivery issue or to setup a SMTP connection to an email server to send the email other way.
Thank you for using the plugin!