Not receiving emails from forms when email is hosted on different server

Hi

I have run in to this problem with 2 sites.

When my email and website are hosted on different hosts I do not receive replies to any contact forms if the form is sent to @ the same domain. However I do receive replies if I set the the emails to be sent to different domains.

Example:

Domain: https://www.example.com

I do not receive replies to contact forms to [email protected]

However I do receive replies if I set the emails to be sent to [email protected] or [email protected]

This is not a contact form set up problem and is purely caused by website and email hosted on different server.

Has anyone else come across this problem?

Many Thanks in advance.