I suspect the the reason the capability you ask for isn't built-in is because they prefer to leverage the user's email provider doing that as much as possible, and its not a typical feature of email clients. They're not going to waste resources making life easier for the very small percentage of users that run their own servers.
There used to be a ThunderSec add-on that provided "client-side checks for DomainKeys Identified Mail (DKIM) and Sender Policy Framework (SPF) violations." However, its a legacy add-on that will not work with version 68 and later.
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Just checking for DNS of the senders domain would remove so much of my spam."
Are you saying the sender's Received: header has a non-valid domain? What header are you checking?
I'm used to thinking that you need to either do a DNS lookup to get the public key needed to decrypt the DKIM hash signature back to the original text and verify that the message still has that same text or to get the senders IP address so you can check it against a blacklist.
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I've setup the spamassisin bla bla but since no upstream provider is adding those headers its not going to be helpful."
SpamAssassin supports DNS based blacklists. If you enable that and the DNS lookup fails wouldn't that do what you want?
https://cwiki.apache.org/confluence/dis ... Blocklists