DNS settings are automatic?

Generally speaking, the DHCP server giving you your IP address also gives you your DNS server settings. It is possible that in a foreign country the DNS servers filter and block some IP addresses.

It is also possible that the foreign country's gateway routers are blocking and filtering some IP addresses regardless of what the DNS server returns.

If you really think it is the DNS servers, you can use System Preferences -> Network -> Advanced -> DNS -> [+] to specify your own DNS servers, but assumes the foreign country's gateway routers are not blocking your connection attempts.

Here are some public DNS servers

OpenDNS.org

208.67.222.222

208.67.220.220

Google DNS

8.8.8.8

8.8.4.4

MIT DNS (not fast, but easy to remember)

4.4.4.1

4.4.4.2

Now that you have brought my attention to the fact that you "Did" say your iPhone worked. That is something you can use to compare and contrast.

First, was the iPhone using WiFi or cellular data? Both are useful data points.

If cellular data, then you were most likely using a different ISP (the local cellular phone company vs the company providing broadband to the WiFi access point). And even if it is the same company offering Broadband and Cellular, it is possible that they are using different DNS servers for each service.

If the iPhone was using WiFi, then you should be able to see which DNS server it was using via Settings -> WiFi -> ( i ) -> DNS. I do not know how to find the DNS server if you were using cellular.

You can also look at the mail client settings on your Mac vs your iPhone to see if there are any significant differences.

Anything that might be handled differently between the Macbook Pro and the iPhone is worth checking to see if there is anything that would explain why one works and the other does not.