My hosting is with WP Engine, and in their documentation (found here:  https://wpengine.com/support/using-3rd-party-email-provider-send-mail-wordpress/) they state:

Please note: WP Engine does not allow mail to be sent over ports 25, 465, or 587. Any 3rd party provider you use must support sending emails over an alternate port (port 2525 is recommended)

Given that Zoho only show ports 465 and 587 as options in your instructions, I was hoping you had an alternative port that could be used instead?