Same domain name on office365 and outside


I have a domain, on which I have access to DNS, but don't want to change MX (because it is in use for other purposes). I have registered the same domain name with Office365. Now I send mail from office365 (which works), but receiving still goes to the old server. Now my  idea was to forward email to office365 to receive mail, I expected that I would be given an on-microsoft alias that I could forward to, but that doesn't seem to be the case. How do I get around this?

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