Certainty is difficult. I use the approach mentioned - I maintain email accounts at 3-4 different popular providers anyway. If I do ever notice something fishy I'll send to a couple of them.
Since I'm only using this for personal email, and that's at a lower volume vs. work email with different communication patterns, I think it's a little easier to detect failed sends (in other words, usually some response is expected, even if it's just "ha"/"cool"). But you're right, some might have been lost in the spam folder and never seen.
Uncertainty is the cost of gaining more ownership, and I don't want to downplay that. If I'm sending messages where I want to maintain as much personal ownership as possible, I use my personal mailserver and accept the risks. If I'm sending mail where I need higher certainty and don't care about ownership, I use other providers.
Another commenter said: "if you absolutely depend on the ability to send emails such that your recipients reliably get them, hosting your own email server is extremely tricky." I agree with that -- different communication has different needs/requirements, and a self-hosted mailserver gives some benefits that I really like and that you can't get any other way. I'm just saying for me and for my common uses, it doesn't feel like a constant headache + battle.
You can try sending it to yourself from different email providers and check to see if it went to spam. For example I created a gmail and outlook account and sent emails to it from my hosted email server, once I had things set correctly I was able to validate the emails I was sending weren't going into spam.
How many different hosts are you going to create accounts on and send test emails to? Are you going to check the MX records for grandma's email to figure out who's hosting her email to test with that one?
Testing is not a one-time thing, the hosts keep changing their rules and if your ip is close to a spammer's that could change the treatment of your email as well. I sent email from my own domain address via an authenticated university SMTP server for years without hearing of any problems. Then this year, family members using Gmail started finding my messages in the spam folder. My best guess is Google started caring about the lack of an SPF record for the SMTP server, associating it with my domain but there's no way to know.
This is all way the advice for most people is: Don't run your own mail server, it's too much work and less reliable.
Since I'm only using this for personal email, and that's at a lower volume vs. work email with different communication patterns, I think it's a little easier to detect failed sends (in other words, usually some response is expected, even if it's just "ha"/"cool"). But you're right, some might have been lost in the spam folder and never seen.