E-mails are not received

As first: have you tried using the setup testing tool? (right under e-mail configuration)
If it arrives, then your server is correctly sending out e-mails.

Is not always “seamless” to send e-mails though: specially ones about subscriptions and containing links.
Many providers uses aggressive anti-spam systems blocking also “good” mails.

And “marked as spam” doesn’t always mean customers will be able to find them.
Sometimes inboxes just refuse them and nothing will be received at all.

There’s not an easy or a safe way to avoid this.
Try avoiding common words used by spammers or long links. Here are some useful tips