Ok, here’s a happy update, I feel very embarrassed with the plugin authors about this, because the plugin indeed works beautifully!!!
It seems P2 By Email doesn’t send email notifications to the post/comment author regarding his/her own post. This is the reason I wasn’t seeing any email notifications to the sample posts, comments and mentions I was sending. As soon as I created an additional test user, I immediately started receiving the notifications with that account and I realized the emails were being received by everyone but the author of the original post/comment.
It so happens that there is no documentation in the plugin that hints at this ‘feature’ or characteristic, at least, none that I’ve found. If this solves the mystery for Dan O'Keefe as well as stl99, perhaps we can close this thread and include this in the FAQs and in the original documentation?
Better yet would be to provide an option that allows the user to opt in/out of notifications of his/her own activity on the P2 blog.