When I set my 2FA up it worked, so you aren't receiving the email at all? Have you looked in junk, inbox etc.
So when I first tried to setup 2fa I used my custom domain email which didn't receive the email, I looked in the junk box and nothing was there. So I had to change my email to a gmail one which did receive it. I don't know if this will help you at all.
2fa works best if you use a mobile device for the application. I find that the web version can be a bit glitchy. If you are still having this issue feel free to open another thread.