I am running into the same issue with mailgun. I tried to promote a user as admin, Discourse issues a message that a verification email is sent but that email does not arrive. On Mailgun, I see these emailing attempts as “suppressed”.
I have no trouble receiving the email with the “send email test” from the “Emails” admin menu.
Jay’s suggestion of opening a support ticket with Mailgun is your best route. If the email is leaving Discourse, unfortunately it’s not an issue with the software. It may be something with your Mailgun config at the domain level.