Passwordless via email: possible to have access to user replies to Auth0 emails?

For my app, I’m using password-less authentication via email with a one-time password.
Some of the persons that try to sign up have the following mechanism activated by their email provider: when they receive an email from an address for the first time, they automatically reply to sender with a link that redirects them to a page where they need to fill out a captcha.
Does Auth0 provide a mean of coping with this mechanism? Like providing access to the emails send by the users to auth0 address?
Or is using my own SMPT server the only option to manage this captcha mechanisms?