Why is Email Undeliverable when using SWA
In order for emails to be routed to the correct email server, the resource record for the email server must not pass through the Cloudflare® global network or proxied through Cloudflare. This means that the Cloudflare cloud should be greyed-out.
Having an MX record for a root domain proxied through Cloudflare will reveal your origin web server’s IP address to potential attackers.