If you have a customer who has custom MX records that point their mail away from your own servers, and mail sent from your servers is not reaching them, then what you need to do is disable the mail function on their account all together.
To do this, login to plesk, search for their domain then click on the mail icon and turn mail Off.
Now any mail sent from within the server will be forced to look at the MX records, and mail should then route off to their mail server.
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