In the registry at HKLM\Software\WOW6432Node\McAfee\Groupshield for Exchange\E2007 is there (a) valid ipaddress(es) specified at HubTxSvrAddr for your hub servers(s)?
If not go to the Exchange Management Shell - cd down to your <Groupshield Install Folder>\bin\E2007 Agents
If you get errors report to support.
If not check now if the reg key (above) is populated - test release again.
(need valid Hub server details to send the release mail to)
Is Anonymous Access denied at Hub Transport Receive Connectors??
Could you confirm for me if this happens to all mails??
e.g. if you send a mail to yourself or a co-worker (internally in the same domain) which can be qtined - do you have a problem releasing that??
Or is the problem related to mail(s) which has (have) external recipient on the "to" or "cc" list???