Zoho blocks emails sent by different server

Zoho blocks emails sent by different server

So basically I have account admin@example.com hosted on zoho.

As well I have name.surname@example.com hosted here.

My application needs to send e-mails from admin@example.com. Works fine on gmail and yahoo. And I guess on most other email providers as well.

But if I try to send email to name.surname@example.com from my application, email does not get delivered (not even to spam folder). So I am guessing that zoho sees that email is coming from different server, and therefore blocks it. What could I do to prevent it?

Oh and here is my SPF record:

transbid.lt       v=spf1 a include:_spf.google.com ~all

Before I had this in place, all email used to go to spam. So could it be that I need change it somehow?