Sorry if you already knew this, but just to clarify, have you kept all your previous special messages from SE? (The ones where it said thanks for for buying/adding whatever... here is your item). If so that's possibly the problem.
Although you can have free space in your mailbox, that only seems to apply to letters from other users and there's a limit of how many "special" emails you can hold from SE - I hit this myself a little while ago. The fix was easy though, I just deleted some of the old SE messages (since you don't really need them any more), hit the refresh mail icon while viewing my mailbox and the new mail arrived within a minute

(I can't remember if I had to close the mailbox and reopen it, but it was pretty quick either way).
Hope this is of some help to you too, but sorry if you already tried this!