Gmail will sometimes discard without notice email which fails DMARC. I believe this normally happens only with major companies which have arranged with Gmail to do this, e.g., Paypal, banks, but perhaps Gmail does it more widely now.
For those unfamiliar with it, DMARC is a way for the owner of a domain to protect the domain name (like Paypal, which used to be frequently spoofed), by publishing a policy as to what to do with email that fails SPF or DKIM. Although it is more complicated than this, roughly speaking if (1) the domain owner publishes a DMARC policy, and (2) the email does not pass either SPF or DKIM on the domain in the From field (not Return-Path), and (3) the policy says to discard email which fails DMARC, then the domain owner is asking the receiving email system (e.g., Gmail, Hotmail) to discard the message. Other policies can be published too, for example to quarantine the message.
I'm not sure that this is actually happening to you, though. As I think someone mentioned, if you use your own account to send to yourself on Gmail, its duplicate suppression policy will ensure that you never see the received copy.
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