Please check both Spam- and Junk e-mail filters.
Sometimes the E-Mail provider may also block the verification e-mail.

You can access your Mydlink account here: https://eu.mydlink.com/
Login and then click your Profile name at the top.
From there you can re-send the verification e-mail.

The second option you have is to change to another e-mail address and see if it then works with the verification.
If it then works then it means that you currect e-mail provider is blocking the verification.