Different MX Records? Sent email?

Different MX Records? Sent email?

Hello!

When I first added the MX Records in my domain DNS zone file, the instruction said "mx.zohomail.com" and "mx2.zohomail.com".

Now I noticed in "Email Hosting Steps" it says:
  • Only the below MX Entries should be present in your DNS to receive emails directly in Zoho Mail.
    • MX Records Host Priority
    mx.zoho.com @ 10
    mx2.zoho.com @ 20

Also, the SPF instructions says "v=spf1 mx include:zoho.com ~all".

Does it make a difference? Should I change my MX records?
At SPF, I added in my DNS records: "v=spf1 mx include:zohomail.com ~all"

Is it OK?

The second problem is: I can't see in my "Sent" folder the messages my website sent. Is there a setting somewhere I should turn on?

Thanks a lot in advance.