Comment 1 for bug 1609713

Mailman does see the failure. It is logged in Mailman's smtp-failure log and depending on the situation may be recorded as a bounce for the user, but in the case of a subscription confirmation request, the recipient isn't yet a list member so a bounce can't be recorded.

The underlying issue is that the SMTP reject is of a message From Mailman so it is Mailman that sees the reject. There's nothing Mailman can do at this point to inform the user, since even if Mailman tried, whatever Mailman tried to send to the user would also be rejected by the MTA.

Since the original request comes from the web, there's not much you can do. If you the blacklisted domains are a static list, you could add

^.*[@.]bad.domain.tld

for each domain to the list's ban_list.

Or, you could set up a separate SMTP submission port other than 25 in your MTA for Mailman to use and not apply blacklisting to mail submitted there.