How to configure webmail on VPS

I have a VPS server under WHM

I'm using Cloudflare for the DNS

I can send e-mails – but they go directly to the Spam folder – When I check the DKIM information on gmail / Yahoo, they indicate that the connection has failed.

Although I can send emails that I can not receive them, I have tested sending emails from Yahoo / Gmail and a personal email account (hosted on another server) but nothing happens.

I'm new to unmanaged servers, so I'm not sure what the settings should be.

I could also have left something in Cloud Flare DNS.

Currently, I have the following items in the CF

Type — Name — Value
A —- webmail — point to (IP address of my new server)
CNAME – mail — is an alias of (my domain name)
MX – — mail processed by

So I'm not sure

1) Why e-mails send and go directly in spam folders – I never send spam – there is a personal account or a small business (which does not send marketing e-mails , etc.)
2) Why I can not receive emails

Any help would be grateful.

Thank you.