Answer
This has been traced to an earlier Sanity QA environment that was never properly approved (it was just deleted instead) before a delivery was created — once that happens, the system keeps expecting a proper QA approval that never occurred. The fix is to clear out existing environments, order a fresh Sanity Build with a QA environment, explicitly approve that QA (not just delete it), and only then order the Dev environment; if ordering the Dev environment then seems stuck loading, give it a couple of hours before assuming it failed again.