How to get a confirmation email when the other party has received and when they have read the email

The answer is that the one user that was used to create the Office 365 account needed to have its login updated - it was still set to @company.onmicrosoft.com and updating it to @company.com, logging out and logging in fixed the issue. All future accounts created won't have this issue as they'll be @company.com by default.

There is a group known as "Universal Acceptance steering group" which want to promote the concept that all domain names should be treated equally. They are now letting people around the world to submit info about sites that not accept gTLD to them at https://uasg.tech/global-support-centre/ so that they would contact and track support status of different sites.

Alternatively you can also contact those site and request them to support gTLD addresses, some time it would work even more if you're contacting them in open and public way to put public pressure onto them.

Here is a blog I saw that talked about it a bit https://www.eurodns.com/blog/gtlds-email-addresses-and-universal-acceptance

A possible workaround could be registering yet another regular dotcom address and then redirect the dotcom address to your gTLD address.

Edit: Also, many email filtering programmes like SpamAssassin have been actively and consciously blocking email from new TLD as they seems to think these domain names send more spam mail. (Some info about a similar situation happened to.biz last decade: https://wordtothewise.com/2007/11/why-does-everyone-tell-you-to-avoid-biz-in-your-emails/ and some info on spam filters being updated to block these gTLDs: http://uribl.com )