Forms Not Sending to Our Exchange

I’ll preface this by saying that the form works perfectly when I select my Yahoo address as the recipient (To field). However, when we’re using our business’ Exchange email addresses we do not receive the email, either in our inbox or even across our servers (as a blocked email), when we select our @domain.com email addresses as the recipient (To field). We think we know why, but can’t think of a work around.

In the mail settings tab, the FROM field requires that the email be sent from an email address within our domain or the field will highlight in red and give us the error message “Sender email address does not belong to the site domain.”

The problem though is that when we use an email with our own domain in the From field and the To field, it’s getting blocked by our firewall because the form is coming from your server (using our domain email) using our email domain name, and our firewall blocks that attempt, b/c it knows that anything @ourdomain.com should be coming from us, not a third party (you).

So the long and short of this is that it DOES WORK when:
To field = whatever@yahoo.com
From field = marketing@ourdomain.com

It DOES NOT work when:
To field: marketing@ourdomain.com
From field = marketing@ourdomain.com

To field: marketing@ourdomain.com
From field = @yahoo.com

Does anyone know how to get around this? We tried getting around this by installing Easy WP SMTP plugin to try to trick our server but this didn’t work either.