Problem with the Mailchannel Plugin

Hi, I am trying to use the mailchannel plugin as described here:

I set up the the Domain Lockdown as described here:

But I always get a “Could not send your email. Please try again.” message.

Can anyone help me to figure out what is going wrong?
Is there a way to see more details in some log file or so?
Does it only work once I also set up SPF and DKIM?

I actually got an answer here that works for me:

Why is there no proper documentation about this plugin? How to use it, how to configure it? And how to set up common features like the reply-to email?