Email Routing - Not spam

This works so well for me except for one thing. Nobody gets my mails because they just go to spam. I think this is to do with my email being hosted on Microsoft with one domain and my main domain being on Cloudflare. I use the mail routing to get the mail delivered but on the way out I’m essentially sending against the wrong domain.

Has anyone managed to do this setup and not end up with your mail as spam everywhere ? any suggestions as i’d rather not move my domain to godaddy. Ideal would be get the Microsoft Home system to use the domain hosted on dowdflare but they only seem to support godaddy.