I have a mail server and Proxmox mail gateway there. No problems whatsoever. Initially the gateway IP was on one blacklist and blacklisted (or not explicitly white listed) at Microsoft and German Telekom. But it was no hassle to get it unlisted. Make sure to configure everything properly. I can only recommend running a gateway so that you can run your Mailserver from where you want from and can easily move it if necessary
Are you looking for a way to archive older mails like Mailstore ?