Hi Patrick,
Make sure that the email address you are usingt o send out the email in Marketo is attached to your inbox. The out of office will automatically go to your inbox. As for the bounces, there is a system smart list in the lead database, however, this includes all bounces - both hard and soft. If you want a list for each one specifically you need to create a new smart list in the lead database and there are filters for both.
Hope that helps!