Ok I think this may have something to do with your receive connector by default not allowing external relay, which is a good thing unless you want to be an open relay.

Normally, unless you explicitly set it up, relaying through your Exchange server to external (whether internal or not) is not configured by default. I think the external contact bouncing back out through your Exchange server is being considered an anonymous External relay, since he is not required to authenticate (so he can email the distro from external)

I take it you don't have an internal relay set up that's scoped with the IP address of your Exchange server? If that's a no, you can test real quick by creating one (or modifying an existing) and adding the IP address of your Exchange server. If the test is successful and the external addresses can send and receive back, this was the issue.

I would suggest that if it's successful you follow up by going to MXToolbox and doing an SMTP test to verify you're not an open relay.

http://www.shudnow.net/2013/06/04/how-anonymous-relay-works-in-exchange-2013/