I use Proxmox Mail Gateway (as a mail gateway) and I can only recommend that. It keeps spam at nearly zero and it is very lightweight and easy to set up. Plus it gives you flexibility where and how to host the actual mail server.
Microsoft has blacklisted most IPs so you'll most probably need to send them a message to whitelist your mail server or gateway once everything is configured correctly.
If you're looking for a more than just plain mail check out solutions like Grommunio and Axigen. Some commercial solutions have free versions with minor limitations.
Importing old emails can be done via the client and not directly at the server. There are good solutions for mail archiving and searching (like Mailstore). I'd use that for mails older than two years.
While I like to idea of AnonAddy and I understand your reasons, I just don't think it is worth the hassle. Eventually your "real" email address will somehow end up in spammers list, but a good spam filter, like the one in Proxmox mail gateway will keep your mailbox clean.
All in all, self hosting a mail server is a bit of work in the beginning, but definitely doable.
Are you looking for a way to archive older mails like Mailstore ?