Changing where inbound email goes to isn't going to impact that. I'm confused that sending an email from fastmail, from a domain, goes to spam and then sending an email from fastmail, from a domain, after changing it's MX records, doesn't go to spam. It sounds like there's a missing detail. Like maybe you're correctly setting the SPF record at the same time that you're changing MX? And why are you sending email from fastmail, from a domain, if you don't have that domain on fastmail to begin with?
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