Membership communications test email not working


I have recently set up some communications messages to notify people of the impending expiry of their subscription.

When trying to test these messages by clicking 'send me' nothing happens. I'm admin and I'm not receiving these messages via email.

Could you clarify which email address this 'send me' message is supposed to go to? I.e. the email address under the WP settings > general?

Also, if someone clever could offer any clues as to how I can get these test messages working it would be much appreciated.