Dimitris73 on "[Plugin: Contact Form 7] mail not delivered on same domain (localhost) as website"

Hello,
I have the exact same problem. The e mail is sent when I'm using an external mailaddress. But not a e-mail address with the same domain as the website (@mydomain.com).
I am also using zoho mail for my e mails (I contacted zoho but they said it was not their issue). Could using an external email sevice (the mx records are pointing to zoho) be causing the problem, or sould I also look for a "locally delivered mail domains" field? Should I look for this on zoho or on my server that is hosting the site?
Thank you