Missing MX DNS record issue

MX NDS record was not automatically created by Cloudflare when I first added mywebsite. Also at the time, all A and CNAME records were grayed out except “A mywebsite.com”. This went on for 5 days before I manually added the MX record and turn every A and CNAME records orange except mail and MX records.
Because of the missing MX record at the beginning, I missed 5 days worth of email. My question is - where were the emails delivered to during the 5 days? Are they recoverable?

Normally, mail servers will try for a couple of days before bouncing the mail back to the sender. You can only wait and see.

Is it something to address to the webhost of mail server or with Cloudflare, if I should want to look for the emails?

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