I proceeded with defining and verifying a custom domain email configuration thinking I was defining an aliasing, redirection setup where, for instance, mail set to my_name@my_domain.whatever would be redirected to my_name@zoho.com.

Instead, the process is asking me to define a user account at my_domain.whatever.  As near as I can tell, I'm not setting up anything close to what I intended.  Have I done something wrong, or is there no support for what I want?