Well, you don't have reverse DNS setup, since you are using VPS most likely.
I would connect your DNS records to the DNS of the server provider. You can use domain connect extension for that. Point the name servers to the DNS of your VPS provider, not to Plesk. Then setup MX records to point to the VPS provider's mail server. (or in fact any mail server). Or you can try to setup the reverse DNS, but Plesk is not good for emailing, since your IP will get blocked from Gmail, Outlook or in fact most mailing providers. That's the nature or VPS I guess...