In case, you use Cpanel, using the Edit DNS zone and changing the MX entry, Cpanel does not function as desired. So, go to Edit MX entry and enter the new server that handles the email. This will change the DNS Zone itself and remove the domain from /etc/localdomains and add it to /etc/remotedomains. Also domain is to be listed in /etc/remotedomains so that does not go back to localdomains after a Cpanel update.
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