Interesting, it might've changed, I've had my domain for 5+ years by now, but if you set up all the signing keys, DKIM, SPF, and whatever properly, I never had a single issue as far as I know.
But I never tried sending my own emails - I've been using Protonmail's custom domain option, which I'm sure helps. Running your own mailserver without a trusted provider might be a lot more problematic, I never even considered it. The idea wasn't to run my own mailserver, but to be able to move my custom domain to a different provider that supports custom domains, so I don't have to change my email anywhere.
I just made sure that my domain is passing all the email domain checker tests, and as long as I don't get on a blacklist, I should be fine.