Diagnosis : [ERROR] Your IP or domain is blocklisted on Spamhaus ZEN

Hmpf apparently Spamhaus also refuses queries from Hetzner (in addition to OVH IPv6) : Email Security | Query our DNSBLs via Hetzner's infrastructure? Move to free Data Query Service | Resources

It’s not clear wether it’s only via IPv6 so you may give a try to :
a) commenting-out the IPv6 in /etc/dnsmasq/spamhaus
b) restarting dnsmasq
c) relauching the email part of the diagnosis, see if the issue disapears

If that doesn’t do it, you may try to:
a) commenting every line in /etc/dnsmasq/spamhaus
b) commenting the DNS4all IPs in /etc/resolv.dnsmasq.conf (these are those ones : yunohost/conf/dnsmasq/plain/resolv.dnsmasq.conf at dev · YunoHost/yunohost · GitHub but they will be a shuffled order)
c) restarting dnsmasq
d) relauching the email part of the diagnosis, see if the issue disapears