What is the correct MX record for ZOHO?

MX.ZOHO.COM or MX.ZOHO.EU?

I previously had MX.ZOHO.COM configured (MX, MX2, MX3) and it worked without problems. I tried unsuccessfully to configure SPF (TXT record v=spf1 include:zoho.eu ~all). I've noticed that now ZOHO Help mentions *.EU records so I reconfigured my MX records to MX/MX2/MX3.ZOHO.EU. Within minutes I was not able to send anything - emails returning with " INVALID_ADDRESS, ERROR_CODE :553, ERROR_CODE :Relaying disallowed".