I did a search in Mail Help for "connection logging" and one of the articles that appeared was "Use Connection Doctor in Mail on Mac", which apparently will help you to diagnose connection issues. Take a look at that article and see if it helps.

Jon

macOS 11.7.10, iMac Retina 5K 27-inch, late 2014, 3.5 GHz Intel Core i5, 1 TB fusion drive, 16 GB RAM, Epson SureColor P600, Photoshop CC, Lightroom CC, MS Office 365