in order to use Office 365 exchange, it require to use MX record , CNAME record. However, when I use the custom DNS setting, it only allow either CNAME or MX record but not both.
Here is the article from Microsoft. https://docs.microsoft.com/en-US/microsoft-365/admin/misc/set-up-dns-records-vsb?WT.mc_id=365AdminCSH_inproduct&view=o365-worldwide#add-a-cname-record-to-connect-users-to-their-mailboxes