Unable to send mail for verified domain from web interface

Unable to send mail for verified domain from web interface

Sending mails to myself in Zoho web interface along the lines me@mydomain.com. Zohomail servers return 535 Auth failure to my existing (ie: pre-Zoho) mailbox. I have not changed MX records yet, but have added Zoho SPF to our domain records. We want to test outbound mails are working before we cut over our MX records. Is it not possible to send mail (as opposed to receiving it) without first changing MX records? Seems like it should be, and if so, what other reason could be causing this?

Thanks,
Mark