Exchange 365 Contact alias

I am working with a client that has a 365 mail contact (Support-Zendesk) with an alias of support@customerdomain.com that redirects to their Zendesk email (support@CSTMR.zendesk.com) to open tickets. Since this isn't an AD object, it isn't synced with Sophos AD Sync so the Email Gateway doesn't know about this email address and blocks emails from outside senders.

What is the best way to handle this? Should we add a manually mailbox (user or distribution list) in Central with this email address or add a new person under People? 

This is what the mail contact looks like in PowerShell:

Get-MailContact -Identity * | Where-Object {$_.EmailAddresses -like 'SMTP:support@customerdomain.com'} | Format-List Identity, EmailAddresses

Resulting in

Identity : Support-Zendesk
EmailAddresses : {smtp:Support-Zendesk@CSTMR.mail.onmicrosoft.com, SMTP:support@CSTMR.zendesk.com, smtp:Support-Zendesk@CSTMR_HQ.CSTMR.com, smtp:Support-Zendesk@CSTMR.org, smtp:support@customerdomain.com,
X500:/o=CSTMR/ou=Exchange Administrative Group (xxxxxxxx)/cn=Recipients/cn=xxxxxxxx-Support Zendesk}