Delivery notifications - not visible in Zendesk

We have created an external e-mail address in our brand and defined it as the default. Forwarding is confirmed, the SPF entry is valid and the DNS is set up correctly.

If we create a new email ticket and the sent email is not deliverable in the recipient's mailbox. (for example: mailbox is full, mailbox is not known) we do not see a delivery notification in Zendesk.

I already have the address of the mailer daemon on the approval list (/agent/admin/customers). But delivery notifications just don't arrive in Zendesk. There is also nothing in the blocked ticket list.

How can I enable the agent to see if there was a delivery problem with an email ticket?