It doesn’t seem to matter much, in my experience. I’ve had my own domain for a couple of years now, utilizing Proton. It could be their filters are just that good, or that my addresses have not really “leaked” yet.
If you are considering using a custom domain, keep in mind that if you want to keep that email address, you will have to keep paying yearly for that domain. In addition to my monthly Proton subscription, I’m paying about $50/year for the domain. I don’t mind paying for it though.