It's not that self hosting email is impossible, just that it takes a lot of work to set up correctly and keep up with spam and abuse prevention. You can literally just fire up postfix, add a DNS record, and you're up and running. The problem is none of the major providers will talk to you until you add SPF, DKIM, and DMARK (including the appropriate DNS records), and if you don't have controls in place to immediately shut down any spammer attempts then those services will blacklist you. It can get exhausting after awhile, especially dealing with providers like Microsoft who make you go through impossible hoops to get access to monitor their view of your domain, but then their tools don't actually show any incidents which cause them to blacklist you.

You might be able to just set up a quick local mail server for your domain in order to receive those confirmation messages, but I would suggest taking a closer look at exactly what you're trying to get set up for, or maybe contact the companies directly. You might not actually be in the right area to sign up for a service to handle all the email for your domain, and a company rep could possibly point you to the right spot or explain to you how you're supposed to receive a confirmation email when no email service exists yet.