I wanted to register with an email addres with the domain @yandex.com … but I never get a confirmation mail. I had to change the mail address to a different domain – the confirmation mail came almost immediately…
Why does a mail address from yandex not work? What do I have to do to use a mail addres from yandex as “external address”?
No idea, you may have to check with Yandex.
Yahoo and Gmail should be safer bet
Have you checked your spam folder?
OK, found where the problem must be (as the account was blocked from yandex for neither sending nor receiving); and I am told that the account is blocked for 24 because it looks like spam … and the reason can only be that they consider it as suspicious as I did not link neither a phone number nor another mail address to it …
Btw: would be nice if the “sending confirmation mail system” would report if the confirmation mail could not have been sent (for any reason) … 
It should do that already. If the receiving mail server rejects the email, it should send a “bounce” message back. Our mail provider collects those and sends them to us, and we show it to you in our panel.
However, it’s up to the receiving mail server whether a “bounce” is actually sent. I see Yandex sent us bounces when an email address did not exist or a mailbox was full, but it’s possible that they accept the email without errors if the account is suspended.