Error:
MX Records conflict with Windows Azure website host
MX Records conflict with azurewebsites.net
Mail server not working with azurewebsites.net
Azure Websites not work with MX records
Windows Azure CNAME causes email problems
Windows Azure CNAME causes email server ignore mail forwarding
Test:
Just use of this command for find out problem. If your answer is so like to below result your MX records are correct.
Command:
nslookup -q=mx domain.com
Correct Result:
domain.com MX preference = 10, mail exchanger = blah-blah.com
But in my case after set a website host from azurewebsites.net MX records gone, because CNAME record affects the other records
Solution:
Remove CNAME records after set custom domain in Windows Azure panel and just use of A record