I did have the same issue where I wasn’t receiving the emails sent via CF7.
In my case i fixed it by ensuring that I had the To mailbox setup on my host. Sounds silly but a lot of people might host their emails via gmail etc… you still need your CF7 To email setup at your host it appears.
I host all my business emails with Google Business and expected the CF7 mail to be properly routed but it wasn’t the case as i did not have the mailbox at my host.
I hope this helps some of you.