Same problem as the OP. However, no solution other than turning off the Mail shield.
At first I thought it was a problem with Thunderbird only, but I tried downloading mail with Windows Live Mail and had the same results, i.e., connecting, but not completing. No error messages.
Mail was available, I'd been getting it on my phone, plus online (web based).
No response needed to this, I just wanted to add to those who have had the same issue.
Windows7, by the way.