Not a waste, curious at heart. But sounds like you are having a different issue than I thought. While I assume you have already found it - it looks like Configure Mailgun for email when using Digital Ocean for DNS deals with your exact combination of setup MailGun + Digital Ocean - though there is a bit to wade through in the discussion. My best guess is after changing the mail config you didn’t reload (./launcher rebuild app)?
edit: actually the last reply may be the most useful to you? Configure Mailgun for email when using Digital Ocean for DNS - #23 by pfaffman have you tried using port 2525?