Start with two things, whatever the problem: Tools → Diagnostics finds most setup problems, and Logs → View on a failed message shows the provider's own reason.
No. Nothing changes until you add a connection and set it as primary. Until then WordPress sends exactly as it did before.
Decode the error message.
The message on screen is the provider's reason. These are the common ones.
“Could not authenticate”Wrong SMTP username or password
Re-enter them. Google and Microsoft accounts often need an app password.
“Could not connect to SMTP host”Wrong host or port, or your host blocks it
Try 587 with STARTTLS, or 465 with SSL/TLS. Ask your host whether outgoing SMTP is allowed.
“HTTP 401” or “HTTP 403”The API key is wrong, expired, or can't send
Create a new key with sending permission.
“sender”, “from address”, “not verified”Your sender isn't verified with the provider
Verify the address or domain with your provider, then set it under Settings → Email.
“domain” (Mailgun)Wrong sending domain or region
Check the domain, and choose EU if it's in Mailgun's EU region.
“timed out”Your server couldn't reach the provider
Try again; ask your host if it keeps happening.
Usually a setting, not a bug.
Nothing at all
Keep a log is off under Settings → Logging & Privacy.
No message text
Store message content is off. It only applies to messages sent after you switch it on.
Recipients shown as j•••@example.com
Mask recipients is on.
Older entries are gone
They passed the Keep entries for period.
Resend is greyed out
The text wasn't stored, or recipients were masked.
Every exit, clearly marked.
Stop VuloMail delivering email, keep everything
Settings → Email → switch off Send email through VuloMail
Stop all text messages
Settings → SMS → switch off Send SMS through VuloMail
Go back to the WordPress mailer, keep connections
Settings → Connections → Set as primary on WordPress default mailer
Clear the log
Logs → Delete all logs
Remove the plugin, keep your data
Deactivate and delete. With Keep data (the default) nothing is removed
Remove the plugin and all its data
Settings → Data → Delete everything, then deactivate and delete
Still stuck? Run Diagnostics.
It's read-only, takes a second, and points you at the screen that fixes the problem.