Unable to start LS3
Have you opened your Story Journal and clicked the ‘Start this Story/Episode’ for Out of the Shadows?
Have you tried emptying out your mailbox, as well as picking up any and all items and Gold from the Trading Post?
These are the things that most commonly stop mail from arriving.
If you continue the have difficulties, you can contact the CS Team via the ‘Support’ link above/below.
Good luck.