Hi @Linwood,
Are you using port 587 instead of 25 to authenticate?
If port 25 is blocked, to me I am afraid on Exchange side there is no other method to send while not keep a copy in the sent items.
As direct send and Exchange Online connector methods both require port 25 to be opened.
Refer to Option 2 and Option 3 in this link:
How to set up a multifunction device or application to send email using Microsoft 365 or Office 365
On Outlook side, you may use some VBA scripts to automatically delete the messages in Sent Items.
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