Sandbox subdomains are for test purposes only. Please add your own domain or add the address to recipients in Account Settings
Have you set up some authorized recipients for the sandbox domain? https://documentation.mailgun.com/en/latest/faqs.html#how-do-i-pick-a-domain-name-for-my-mailgun-account A sandbox subdomain of mailgun.org. Example: sandboxXX.mailgun.org. This option allows for quick testing, without having to setup DNS entries. This domain is provisioned automatically with every new account. But you can send only to authorized recipients.