I struggled with this and I thought the forum (server) couldn't send emails.
It turned out that emails sent from CEFForum was indeed sent to my gmail account but it was hidden.
I couldn't even find it in my spam folder.
I had to search for my username and then click a small blue link that a matching email was found as spam.
This is something very hard to find out and I hope that this information would be provided to anyone who are
struggling with a lost password.
Thank you