From the email that Kraken sent to you, you can use three methods to verify your withdrawal address, it may not be necessary be signing message with bitcoin address.
The 2FA verification will be very fast. Or you did not set 2FA on the exchange? Set it and you can use it.
Or if you have small amount on your wallet, you can send it to your address on the exchange. But I still prefer the 2FA.
My question is whether and how it is possible to sign a message using Electrum&Trezor.
I have not worked with the Electrum&Trezor combination before, so I would appreciate your help with signing a message and sending bitcoins.
It is possible.
After you have connected your Trezor wallet with Electrum, click on tools -> sign/verify message. Input the address and the message and click on sign. It will generate you the signature.
The message, your bitcoin address and the signature are what you needed on kraken.
it is mentioned that the new version of Electrum cannot sign legacy addresses starting with 1, which is exactly my case.