How to deal with power loss ? Where my mails are going ?

Well, that happens...

You can buy an uninterruptible power supply (UPS). It's a kind of backup battery where you plug your server and router. in case of powerloss, the UPS leep your server running giving about 20 minutes or more to shutdown properly or find another solution.

In case of a daemon crashed because of some bug, OpenBSD send in its daily report notices about daemon that should be running but aren't. You can check then.

So, no big deal if sometimes your server is down.

Where emails are going if my server is down ?

What happens when a mail server is, for some reasons, unreachable ?

SMTP protocol is designed to be reliable.

If your server is unreachable when someone tries to send you an email, things happens like in real life : the mailmain try again after some time. After trying, it may give up, sending a message to the author indicating there is aproblem with the recipient.

There are no rules about time between each periodic delivery attemps. Each 4h, then each days, depending on the sender's configuration. It may give up after a week however.

To prevent the worst case where your server has burned, configure a backup mail server -- secondary -- so it keeps your emails while you are fixing your server. It is described in the mail part of this documentation.