remote mail problem

We have a domain that we host the website with Cpanel. We host the dns on this same machine we have host the website.

They have their own mail server at a different IP.

I've changed their MX record to point to their mail server

I also removed the domain from localdomains and put it in remotedomains.

The problem is that if another domain on that same cpanel server sends mail to the domain with it's own mail server it gets delivered locally.

Therefore the domain with their own mail server do not receive mail from other domains hosted on the same cpanel server since it gets deleiverd locally and not to their mail server.

Any help would be greats.

thanks