Enable double opt-in
This article explains how to configure the "double opt-in" feature.
MailChimp audience has the option "Enable double opt-in". Enable this option if you want to send contacts an opt-in confirmation email before subscribe them to the audience.
You also should set options: "Default From name", "Default From email address", "Default Email subject". MailChimp uses these data in the confirmation email.
[MailChimp > Audience > Settings > Audience name and defaults]
Ultimate Member settings
Ultimate Member has the option "Enable double opt-in" that can enable the "double opt-in" feature for a certain connection if it is not enabled in the audience settings.
Note: this option has lower priority then the setting "Enable double opt-in" in the audience settings.
[wp-admin > Ultimate Member > MailChimp > Edit audience]
The extension adds a new member to the audience after member approval. The extension doesn't add new members if their status is pending admin or email verification until these members will be approved.
Look at the "Registration Status" option in the "Registration Options" box on the user role settings page. New users will not be added to the audience immediately if the option "Registration Status" is "Require Email Activation" or "Require Admin Review".
[Ultimate Member > User Roles > Edit Role]