When you follow the guide, Plesk will use the external SMTP server to send all Plesk notifications. I do not know however, how this will be linked to fail2ban / how you are sending mails when fail2ban blocks an IP, because that is not included in the Plesk event manager. This will probably need a custom solution within fail2ban on your system, independent from Plesk. I am unaware that fail2ban offers such a function, but you probably have found one, else you had not asked about sending mails here.