Create an outbound connector in Office 365 for that address space ( alpha.contosocorp.com ) that smarthosts to an internal mailhost ( or Exchange Server with that as an accepted domain) (with an external IP and FQDN of course) and allow that from the EOP IPs on port 25 on your firewall. That internal mailhost will then need to know how to route to that internal contact.
You won't be able to have a contact in 365 with that domain suffix (alpha.contosocorp.com ) however if you dont own that domain.
https://learn.microsoft.com/en-us/microsoft-365/enterprise/urls-and-ip-address-ranges?view=o365-worldwide#exchange-online
40. 92.0.0/15, 40.107.0.0/16, 52.100.0.0/14, 104.47.0.0/17, 2a01:111:f400::/48, 2a01:111:f403::/48 TCP: 25