Check the Mail log on Plesk Server
Connect to your VM via shell using a program such as Putty.
The Plesk mail logs are kept in /usr/local/psa/var/log/maillog
The best command to use for viewing the logs in real time is
tail -f /usr/local/psa/var/log/maillog
If you are not familiar with Linux commands such as vi, tail, cat etc you can see the manual for any command by typing man <command> such as man tail
For example this is a screen shot from tailing my VPS mail log when sending a message to a domain on my VPS from my Gmail account.
As you can see from the screen shot the log will give you valuable information about the delivery status of said message.