Martin, In general, Plesk recommends that you use your plesk server itself as your DNS server. This would mean registering at least two nameserver addresses with your domain registrar that point to your droplet's IP address and setting your domain to use those. The records you create within plesk would then be the authoritative and the proper mail records would be configured automatically.

I did some searching through the Plesk documentation and while running an external DNS server is recommended the documentation does not seem to include the recommended defaults to use. As Plesk is a paid product I would recommend reaching out to their support team for the best practices but in general you will need the following records:

an A record for "mail", and "smtp"
an MX record which points mail for your domain to your mail.yourdomain address
A TXT SPF record for your domain.

Hello,

since we launched Plesk as a one-click app on DigitalOcean, we learned that DO has certain limitations in terms of sending eMails from a droplet (in general, not just when running Plesk). It looks like this is being done due to spam protection. If you have issues sending eMail from Plesk, please contact the DO support and they will open this limitation for you, after some background checks I guess :-) . Otherwise the Plesk support is also available 24x7 for any questions - please reach out through www.plesk.com/support.

thanks
Lukas