I've tried many way to solve this problem and I found it.
I my case, I host website on my own VPS. However, I use QQ Mail to handle my domain email. Whenever I sent email to my other email address on the same server, I got the following error in my Email Delivery Report in WHM.
550 Sender verify failed (in reply to RCPT TO command)
No matter how I change the EXIM setting, it doesn't work. I finally found that the solution is to use external exchange server in the DNS setting.
The issues was that even my domain name is hosted on Google Domains. The sender email domain is also hosted on Google Domain. However, WHM still have a copy of the DNS record when I add the add-on domain through CPanel. So internally, the EXIM server will treat the mail server as local. Since the email server and address doesn't actually exist on the local server. The mail will fail to send.
So turn the mail server to remote server solve the problem.