Emails sent via MailGun landing in Junk mailbox

I am using the Mailgun service to send emails from a web application on my server. However, when I send emails, they either land in the recipient's spam or junk folder (as junk mail); or have a yellow alert message if they happen to land in the inbox. The yellow message says the following: Be careful with this message [DOMAIN-1].com Mail could not verify that it actually came from [DOMAIN-2].com. Avoid clicking links, downloading attachments, or replying with personal information. I've set up 2 different domains with MailGun, which are referred to as Domain 1 and Domain 2 in the alert message. NB: I've set up DKIM, SPF and DMARC, and all other settings correctly and as advised in Cloudflare, but the issue remains ongoing.