I've just set up the service and I can’t send any outbound mail. It's all denied with a “relaying denied” message.

Your firewall could be presenting its own IP address to the service IPs rather than the mail server’s IP address. In this case, you should add the firewall IP as an outbound connection in your account. To do this, go to the Connections tab of your policy and add the firewall’s IP address in the connections that you created. This is the most likely cause for this error.

It could also be that you are using a fully-qualified domain names (FQDN) rather than an IP address for your outbound route. If this is the case, go to the Connections tab of your policy and change all outbound and inbound routes to IP addresses.