Strictly speaking, if you just changed your web server, then nothing should change with PHP or XF. I would suggest that the issue is probably separate, but it's hard to say definitively.
How are you determining whether the messages were sent? Did you receive any errors?
If your host upgraded your web server, they would be best positioned to know what the configuration was before and whether anything changed. They would likely also be in the best position to look at raw web server error logs to see if anything unexpected it happening there.