If your site is hosted on a shared-hosting provider then the most likely cause is that the From: of the email sent by EBD will not match up with your domain name. If that is the case, then you either need to install the Postman SMTP plugin or install the Custom Sender for Email Before Download plugin. Set the From: to be a valid email account for your domain name.
If you made a custom email template (EBD Setting 9.1 or 9.2) then that could also be contributing. I suggest not doing that until you have everything working well.
If the above doesn’t help then post a URL to your page so I can try it.
