My Domain provider does not allow me to set the TLSA for the domain, what are the consequences of this?

Not setting a TLSA (Transport Layer Security Authentication) record for email means you are not implementing DANE (DNS-based Authentication of Named Entities), which is an optional, high-security protocol used to verify that a mail server’s TLS certificate is legitimate.

Unable to send or receive emails to gmail.

This can happen when the port 25 has been blocked by your VM service provided, due to which any communication on this port fails.