My organization currently has a third-party email provider (i.e. Proofpoint) that we filter email through before it gets forwarded to our internal email system. We use this for about 10-15 email addresses. The DNS MX records are set up to point at this provider.

We also have several more email addresses 10+ that we want to be hosted on Zoho and don't want to be funneled through the provider.

Could this be accomplished by setting the Zoho MX DNS records with a higher priority than the MX records for the provider? For example, if an email is sent to an address in our domain and Zoho's mail servers don't recognize it, it would hand off transport processing to the provider which would recognize the address and forward it to our internal system.

Or would it matter if Zoho was a lower priority than the other provider?