Thanks for the reply.
I made a copy of the website to another server, and tried to send an email to the same email account by using Contact Form 7 and it worked. This probes it’s not a spam filter blocking it.
So it seems that if I try to send an email from mydomain.com to [email protected] it won’t work. But if I use the exact same form to send from myotherdomain.com to [email protected] it works.
I just cannot send emails to any email account on the same domain.
Thanks for the help.