Getting out of blacklists is you email provider's problem, not yours. I've never heard of any domain owner who is not hosting their own server run into this. I can see it happening if you use the same domain for your servers, one of them gets compromised and starts sending lots of spam. So you should probably avoid using your personal domains for your servers, and definitely skip crappy TLDs like .xyz, and you'll be fine:
No, I don't know of any public blocklists that operate that way.
The big providers (msft & goog) have reputation mechanisms though, which can be volatile for a new domain. Getting that reputation to a hard blacklist requires that you genuinely spam, but some early mails may end up in junk folders anyway.
> Would I need to learn and do all this if want to use custom domain with some provider like Protonmail or Fastmail?
No. Your provider will give you instructions on how to set up your DNS records. The last relevant standard is from 2015, it's somewhat unlikely that you'll have to update these things often. Your provider should tell you if anything needs updating.
Using your domain with an established provider has absolutely zero of those issues. That's super simple and works everywhere immediately.