Email not sending from php script with Zoho

Email not sending from php script with Zoho

I have problems (the email never arrives) when i try to sent email using php mail and use as a destination this email address ( name@example.com) - hosted on Zoho

If i replace the email address hosted on zoho with some gmail one in the same php script, i receive the email instantly.

If i try to sent from gmail to this address and from this one to my gmail it always also work.

In cPanel at my hoster i already choose "Remote Mail Exchanger"

DNS Settings

v=spf1 +ip4:xxx.xxx.xxx.xxx include:zoho.eu ~all

mx mx2.zoho.eu 10

mx mx2.zoho.eu 20

mx mx3.zoho.eu 50

What could it be the source to this problem?

Thanks in advance!