Send Email to an MX server

Hi,
I’ve probably asked this before but few months later, I’m no wiser.
Last year I moved a domain, made a new site for my client and then discovered that his/their mail is delivered to an MX server. I was given details by the email guy to point the email server.
They have forms on the site which are an issue.
However, they’re mail need authentication and with all the SMTP plugins, still can’t deliver it and it’s not re-routed from my own server.
Am I missing something or is there an easier solution for these heavily protected servers.

Kind regards,