That error message suggests that you need to create an identity for monocycle.info@gmail.com and verify it. Note that you don’t need to verify the label (+verp-...) as all labels will be accepted when the address is verified without a label.
The reason for this is that the reply by email address is used as a Return-Path address, one of the types your quote highlights as needing to be verified.
I’m not sure why sending in the other ways works but I think your Amazon dashboard and SMTP test tool tests probably worked because they were sending to your reply by email address, rather than using it as the Reply-To/Return-Path address as Discourse does.
The documentation on identities is here: