A good suggestion from our newest member. Welcome
@svensvensson.
Just to correct a minor thing:
It's Open Mail app: then use Command plus comma to go into Mail Preferences: Click on Privacy (last one on right). It's there that you will see "Mail Privacy Protection". You can try unchecking that as
@svensvensson suggested.
I mentioned this because Mail Settings doesn't exist - it's called Mail Preferences. A minor point but the OP might spend ages trying to find it
BTW, in any Macintosh app, Command plus comma will take you to the Preferences for that app.
(The longer way is to click on the App's icon in the top menu bar and choose Preferences from the drop down menu).
Ian