I tested this out with a friend.

If somebody puts you on blacklist you will NOT see anything, your message will go trough, the player that messaged you however will not receive you.
If you try to send a mail to a person that has blacklisted you you will get an error message, something along the lines of 'unable to send mail to player, attached gil and items successfully recovered'.
If you try to invite a person that has blacklisted you, you'll get a message saying 'unable to invite player'.

If you want to find out if somebody blacklisted you, just send a mail. If the mail goes trough you are not blacklisted, If the mail doesn't go trough you are blacklisted.


I'm not sure why you just don't get a message when trying to send a tell, I mean you can use the mail system to actually find out if somebody has blacklisted you so it's not because of privacy reasons.
Something else I would like to see is that if you blacklist somebody you will also get deleted of their friend list.

Well #serverlimitations probably