Hi @steh88
HCW will help you create send/receiver connectors automatically which could make sure the mail flow between Exchange on-premises and Exchange online. After that, if you want to add third-party mail gateway, you could create send connector for it manually.
The official document here introduces the connectors in detail: Set up connectors to route mail between Microsoft 365 or Office 365 and your own email servers
And how the hybrid mailflow works: Transport routing in Exchange hybrid deployments
Please note that: Don't place any servers, services, or devices between your on-premises Exchange servers and Microsoft 365 or Office 365 that process or modify SMTP traffic.
Below related links will be helpful to you as well:
1.Mail flow best practices for Exchange Online, Microsoft 365, and Office 365 (overview)
2.Hybrid Exchange and third-party SMTP mail gateway
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