Sent via the email provider, but I'm using clients that can set a custom "From" and/or "Reply-To" header fields, containing of course the redirecting address.

Thanks for your answer. What about DKIM? Are you forgoing it, or do your clients have support for signing the emails?

To be frank I haven't even thought to consider DKIM, so I guess it's fair to say it hasn't been a problem. This is a private e-mail address with quite low number of outgoing e-mails, so hard to say how universal my experience on this is.

As an anecdote, I've never used DKIM or even SPF and have no delivery problems from my domain.