Multiple things... I've never liked etransfers as evrythibg transmits in plain text.
Emails - did it get intercepted at your end? Or thiers? Assume your emails are being intercepted especially if it is your own domain and email server. So investigate this further with someone that knows how to.
Auto deposit - yes I think this could help as then only a confirmation email is sent.
Forwarders - make sure your emails aren't being forwarded somewhere else.
Proton - yes can be helpful they do have a nice service.
Banking. - I would create a separate email just for the banking and use it for nothing else, and then ch age your bank email info to that one and setup auto deposit.