Maybe I should pin this:
- Yes, you can run your own mail server on a cheap VPS (Virtual Private Server)
- Yes, it's cheap. €5/month for a VPS and €10/year for your own domain, if you take a .eu
- Yes, you should configure SPF, DKIM, DMARC
- Yes, with that in place Google, Microsoft and other big providers will accept your emails
- Yes, you can manage incoming spam in effective and automated ways
- Yes, all Open Source.
- No, it doesn't need a lot of admin work, 5 min/day
(and get your popcorn for the expected barrage of replies with counter arguments, trying to tell you that you shouldn't even think about owning your infrastructure ;)