Make sure electrum is running so do sanitycheck: ( this is done in shell terminal or windows command promp!)
then see what this command tells you. If not works then go to directory where you downloaded electrum and try
./electrum help signmessage
and should come back as
Signs a message with a key
Syntax: signmessage <address> <message>
If it works and you can reach electrum through terminal and get some response back then you can next do this:
electrum signmessage <address> <message>
Where is <address> put your address which one you want to prove you have control over.
Where is <message> just copy paste the full message with how many lines you need but
make sure to convert it from multiple lines to one LONG line with notepad or something so it is just one huge long line instead of multiple line with space inbetween.
Hope i helped!
Address is 1EvCVytASszoUq6S7ioPaLQScjg8ptt5s9 if you feel generous.
If no works then post here and I can help again