change the URL which is taken for the header of the confirmation mail URL to "home_url()"
reason: the home_url is the default url of the blog. if you take the site_url then the path of the wordpress installation is taken. This often ends in a error for the user who clicks to link in the mail header.
Please find herewith the code snippet to change in the confirmation-mail-template.php
<td><?php printf( __( 'Subscribe to posts on %s', INCSUB_SBE_LANG_DOMAIN ), home_url(), get_bloginfo( 'name' ) ); ?>