Allowing incominng emails form my SPAM processor (SpamExperts) to send emails through zoho SMTP port 25 ...

Hello friends:

Here is my email setup problem ...

I created a new Zoho Org/Biz account, and setup up my domain 'example.com' on it. (Note: For security purposes I'm using example.com in place of my own domain).

Now, the Mail MX records for that domain point to 'SpamExperts.Com's' SPAM filtering service, so all emails go there first. I don't want to change that. I pay for that service, and it works extremely well.

When 'SpamExperts' completes the SPAM filtering of my email, 'SpamExperts' then connects to SMTP Port-25 of my webhost provider IP (or name) and delivers the mail there. In other words, it is configured to SMTP connect to: "example.com:25".

Since Zoho will be the destination for my emails now, I need to change 'example.com:25'
in the 'SpamExperts' configuration to mx.zohomail.com:25 instead. I tried doing this,
but it doesn't work because Zoho doesn't know my 'User account'. Let me demonstrate:

Usint telnet, I tried sending an email via 'mx.zohomail.com:25', and here are the results:

It rejects with " Unknown user" error for email address: jdoe@example.com
It accepts with address: corp@example.com

This is odd because both addresses exist in my Zoho account.

While corp@example.com is the email address that I used to simply open the Zoho
Organization/Business with, I need jdoe@example.com to also work (i.e. to authenticate)
because that is the real email address that 'SpamExperts' uses to identify me to SMTP servers that it forwards processed emails to.

So how do I get jdoe@example.com to be authorized? (i.e. to not return 'Unknown user').
Do I need to do something on the Dashboard? Note that I already made jdoe@example.com
the "primary" Zoho account. Sadly, that didn't help.

Thank you!
And see below to see the rejected telnet session! =:)

user$ telnet mx.zohomail.com 25
Trying 72.5.230.114...
Connected to mx.zohomail.com.
Escape character is '^]'.
220 mx.zohomail.com SMTP Server ready
EHLO
501 Domain address required: EHLO
EHLO example.com
250-mx.zohomail.com Hello example.com
250-STARTTLS
250 SIZE 25000000
MAIL FROM: jdoe@example.com
250 Sender <jdoe@example.com> OK
rcpt to:<jdoe@example.com>
550 5.1.1 <jdoe@example.com>... User unknown

telnet> quit
Connection closed.