What is the error and why does this happen?
Error: cldfs.CloudFilesException: {"message":"Email not verified","error":"Unauthorized","statusCode":401}

This is a security check enforced by CloudFiles to ensure that the connecting Salesforce user's email is verified. It happens only in sandbox environments as Salesforce wouldn't allow you to create a production user without email verification.
How to fix this issue?
To resolve the error, you simply need to verify your email address in Salesforce:
- Log in to Salesforce with the user facing the error
- Go to your user settings by clicking your avatar > Settings
- Click Personal Information
- Next to your email address, click Verify (if available)
- Check your email inbox and complete the verification link
Refer the Salesforce article for more information to Verify User Email Addresses.