You can use "Send free download link" in your Seller Admin to issue yourself a test link. If you leave the Email Message field blank there, we'd just send the product's standard thank-you email, same as we would send for an actual order.
Actual orders also get sent a Common Thank-you Email, which does not get sent for a free link. You can customize or disable this message in Seller Admin > Edit Preferences. This help page explains how to place test orders with or without payment:
It looks like your settings are correct to send both a product-specific and Common thank-you email, so if the buyer has not found theirs yet, ask them to check their Spam folder. Also bear in mind some email providers (Yahoo!mail in particular) can often have delivery delays of up to an hour or more, so it may be just a matter of patience until the email finally shows up.