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Are you sending Emails to Sophos Central as Outbound Relay? 

Yes.

It is Exchange (OnPrem) -> directly connected to Central 

Can you show us the Sophos Central error for outbound email? 

Can you show us the Sophos Central error for outbound email? 

Sure. I have removed customer IP and Company name

(host mail.xx.xx[xxx.xxx.xxx.xxx] said: 550-5.7.1 Client host rejected: cannot find your hostname, [94.140.18.70] 550 5.7.1 Generated by xxxx Mailgateways. (in reply to RCPT TO command))

Had to send a private message. The post got marked as spam

Thanks! 
Generally speaking, this is not a known issue. 
Could you ask the peer, you try to reach, what kind of product their are using? 
Could it be a Postfix? 
https://www.postfix.org/postconf.5.html#reject_unknown_client_hostname
Because this feature could potentially block CEMA. But we need to know for sure. 

Ok. Will try to get more info.

But what about the mxtoolbox check:

MX Check on our main  .com  Domain:

SMTP Test

Yeah this was the situation for a long time and - as far as i know - not a problem with any recipient. So i would like to request more information on this situation, what kind of product is rejecting CEMA. 

I shouldn't have mentioned the customer. 

There shouldn't be a mismatch. I'm going to open a support case