issue on Sophos email protection in Sophos Central

I have an issue with Sophos email protection on Sophos Central.

Since I changed MX record and activated Sophos Central I’m receiving a following message when sending email from my yahoo account.

Remote host said:

554 5.7.1 <email address>: Recipient address rejected: Access denied.

In addition to that I can send emails from my Gmail account without any issue.

All is working fine when I bypassing Sophos central and sent email straight to the server.

Any idea?

Thanks

Greg