The MX, Mail Exchange Record needs to be changed so that direct emails to a third party enter the remote spam filter immediately. The Mail Exchange Record stores the information that allows it to know which mail is spam and which is not so that it sends it to the correct mail boxes. If mail that shouldn’t enter the spam folder is going there and vis versa, it would likely mean that the settings are not correct and should be changed to reflect where the third party spam should be going.