@JOduMonT Currently, the 'email is not configured properly' notification is updated every 30 minutes. So, it's very much possible that those email settings are fine now and that notification will go away after 30 minutes.
If you click on the notification, it should expand to give information on what exactly is not setup properly. Can you tell me what you see if you click the notification ?
Also, zen.spamhaus.org being disabled is not good! Do you have a custom DNS setup by any chance? Under system -> services, is unbound running OK?