Hello Fauzi,
We'd recommend reviewing the following, which may answer this for us: Set up a custom email domain with iCloud Mail on iPhone - Apple Support (These steps are for the iPhone, but may provide us with more insight.)
Allow all incoming messages to your domain
You can use your iCloud Mail email address as a catch-all address. This allows you to receive all messages sent to your custom email domain, even if the exact address they were sent to hasn’t already been created.
1. Go to Settings 
> [your name] > iCloud > iCloud Mail.
2. Tap Custom Email Domain, then tap your custom domain.
3. Turn on Allow All Incoming Messages.
If the domain owner allows all incoming messages, any messages that aren’t sent to an active email address go to the domain owner’s inbox. If this setting isn’t turned on, those messages are returned to the sender.
Note: Messages sent to deleted email addresses are automatically returned to the sender.
In case these don't resolve it, have you tried to remove it and add it back again? Which device(s) are you using with iCloud+ Custom Email Domain? Which software versions?
Hoping to hear back, take care.
