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You'll know from bounced email and logs, which you should have monitoring setup on.

It's not trivial to run your own email stack, but it's not hard either. It's more tedious than anything. Once it's up and running, it's low-maintenance. And it's fairly trivial to avoid spam. I get vastly more spam in my Gmail than I do on my self-hosted domains.

The biggest challenge with self-hosted email is getting an IP address that's not blocked or carrying low reputation. Most VPS IPs from e.g. Digital Ocean, Linode, Hetzner, AWS, etc. are going to get blocked from Google (the strictest) and Yahoo, Hotmail/Live/MS, etc. Cloud providers often block incoming and outgoing mail ports, too. I have a Digital Ocean VPS and my account is old enough to be grandfathered into the old policy, which means my email ports aren't blocked. I used to have no trouble sending email anywhere from my VPS, until I downsized it and got stuck with an IP in a bad reputation CIDR. Now I use smtp2go for relaying outbound mail, but still handle all inbound mail. 10/10 score on mail-tester.com, and I never have any problems or need to do any maintenance.

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A few major vendors (I want to say Microsoft was among them) were infamous for silently dropping email without bounce backs. They'd perform then whole protocol sequence as if they accepted the email, then simply never actually put it in that user's inbox or even spam folder.
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