Running version "12.0.0 for Microsoft Windows (64-bit) (April 6, 2019)", in case that matters. I fed Mathematica the command
Simplify[
Integrate[
e*Exp[-e*t]*F*Exp[-F *t]* Exp[-\[Lambda] - b*t]*
Integrate[
Sum[(b*s + \[Lambda])^y/y! *
Sum[2^(-y)*Binomial[y, z]*(b*(t - s))^(x - z)/(x - z)!, {z, 0, x}],
{y, 0, Infinity}],
{s, 0, t}],
{t, 0, Infinity}],
e > 0 && F > 0 && \[Lambda] > 0 && b > 0 && Element[x, Integers]]
(line breaks added for readability, though I don't think that matters). It output the warning message
Simplify::time: Time spent on a transformation exceeded -4.03955*10^12 seconds, and the transformation was aborted. Increasing the value of TimeConstraint option may improve the result of simplification.
In fact, it gave me that message three times, and then
General::stop: Further output of Simplify::time will be suppressed during this calculation.
Twelve hours after that, it gave me an answer. The warning bugs me for a couple of reasons. First, 4.03955*10^12 seconds is thousands of years. Second, I don't know what to make of the negative number of seconds. Third, when I Googled I didn't see any results about this. (The only results on this site that I found are all of the form "Time spent on a transformation exceeded 300 seconds", which is rather different.)
The number -4.03955*10^12 makes me think there's some type of overflow error going on, but I've got no idea other than that.