(Is the server powerful enough?)
If your mailing involves thousands of recipients and this is the first time you’ve sent so many emails at once, it would be best to check your email quotas with your email service provider (Brevo, web hosting provider, etc.) beforehand. Make sure your website is linked to your Brevo account if you’re using this service to send emails, or that you have an SMTP server configured on your WordPress site, if applicable.