do you also use your own domain for sending?

i can't see how i would host my own mail server with my domain, but then send emails from that domain via someone else.

the only way i could see that working is to use the ISP/other service as a relay to forward my mails.

The email address does have my own domain name. This way, responses are sent correctly. The ISP is used as a "smart host" to relay the outgoing messages, while incoming messages come in directly; this is provided as an option when setting up Exim using the package manager.