Hi @villemiekkoja ,
If your tenant has a Custom Email provider, such as Sendgrid, configured, Auth0 will send the email to the email provider, which will then send the email to the recipients.
I have limited knowledge about Sendgrid. According to this FAQ, if your tenant has the Custom Email Provider configured, please reach out to their support team.
Here is another article I found from Google related to spam email. Hopefully, it could be helpful to you!
Thanks!