Hello Malate,
Emails on sandbox are not sent via "real" email but into the "notifications" system (You can find it on the portal developer.paypal.com on the section Sandbox > Notifications). You will therefore normally find all the notifications for a specific email stored in the developer's portal, once logged in your paypal account there (only sandbox accounts created via the developer portal will appear on this as it will need to be linked to your PayPal developer accounts).
Also, In order to make sure to create new sandbox account correctly, I invite you to do it through PayPal's developer portal in order to make sure the tests accounts are created and confirmed correctly.
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