Dual Delivery issue

Dual Delivery issue

Hello,
I am using an VPS on which i have the old email server for my site.
I have configured the MX records to point to zoho servers. Everything goes fine, I am able to receive/sent email to/from zoho.
However, when I want to configure Dual Delivery by routing the emails to old mail server I received the following error " The destination you provided points to ZOHO MX, please change the destination to route emails."

Please let me know how could I solve this issue.

Thank you.