Are you using cPanel?
If you are under email settings, you should see the option to add a forwarder. When you add one it shows your domain name and you enter something before it like "admin"@domain.com. Then you'll be asked below were it's to be forwarded too. You just enter your own gmail account. So no emails will ever be read on the server aimed towards
admin@domain.com. It will always go directly into your gmail.
But on forum you would use
admin@domain.com (the forwarder you added). You can of course add more forwarders like that added the exact same way all sent to your gmail. Such as adding
webmaster@domain.com or
contact@domain.com.
There should also be another option to send "ALL MAIL" aimed at
@domain.com to the email you list "again your gmail account", that doesn't even require you add any forwarders at all, meaning "
anything@domain.com" would get sent auto to your gmail, and you could then just use anything you want in XenForo as email address listed, just as long as it always ends with your @domain.com.
That will help with not getting emails classed as SPAM, because emails will always show as sent from your sites:
admin@domain.com, or whatever used. But any emails sent to board, or new registrations being moderated e.t.c - will go directly into your own gmail for reading fast. Plus you'll not be using SMTP, instead using server PHP mail system.
Personally, I would stick with just adding a
few forwarders only option (with those emails used on forum), and don't use "ALL MAIL" sent to
anything@domain.com. Reason, spammers could add
any name before your domain.com and the email will always reach you. If using only a few forwarders added, only email sent to those forwards will ever reach you, all others will be blocked as unreachable mail sent to your domain.
Hope you understand that, but that's using cPanel.