- Ensure all the accepted domains are in Exo : https://learn.microsoft.com/en-us/exchange/mail-flow-best-practices/manage-accepted-domains/manage-accepted-domains
- Ensure the MX record is set correctly for all those domains
- Re-Run the Hybrid Wizard and choose regular transport, - not centralized.
You could do all this manually as well to disable centralized mail flow,however this is where the Wizard is handy
https://www.reddit.com/r/exchangeserver/comments/9h66yz/centralized_transport_removal/
Also make sure:
https://learn.microsoft.com/en-us/exchange/transport-options