email spam

OK, I'm completely lost on how to track down spam that I have across multiple domains hosted on a single server.
I think I must have misconfigured my email server somehow, but am lost as to how.
The dns checks that I've done all say that the email server is running fine, but here are my issues.
1 when sending emails from any domain I get a warning from the email client that the email I'm sending has the host name
2 spam email isn't being marked as spam and even though I manually mark domain as spam, they still come through

I've run quite a few malware scans and haven't found any infections, but recently a non delivery email was sent back to me and the header was a fake email address from my own host server.

I've checked and I have no open relay, the server is configured not to allow null mail.

I'm running CWP Pro on Centos 7 with all updates. I have spf and dkim and antispam installed and running.

Can anyone suggest where I can begin or what I need to do to check that I've properly configured the mail server please.

the best is to use
https://www.mail-tester.com/

for incoming spam you can use spam filters in the roundcube/webmail

Excellent. Thank you studio4host

Solved ish!

Thanks for the great link. It proved very useful as it highlighted the error I made with DKIM. Although I had installed SPF and DKIM I hadn't placed a default domain key in the dns zone. Now I know that this is don automatically by CWP, but if you are using the DNS Manager it wont be in your dns unless you add it.

Next issue was the spam. I actually found 155 malware viruses in the home/temp file of a domain I was hosting for a third party. I've since deleted the contains of the temp folder and so far no more spam.
Oh and I went through the backups of the daily, weekly and monthly to remove the contains of the temp folder in those backups.