Hi @Андрей Михалевский,
Thank you for posting to Microsoft Community.
Based on your description, I understand you want to create a mail flow rule that BCC the mail send to your mailing group from domains other than Moscow.Contoso.com and London.constoso.com.
However, you could set the rule conditions as below.
Apply the rule if the recipient is your mailing group and add the BCC recipients you want and set the Moscow.Contoso.com and London.constoso.com as exception.
If my answer is helpful to you, please mark it as the answer so that other users can refer to it. Thank you for your support and understanding.