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VPN prevents connecting to Cox outgoing email server

My mac mail cannot send emails when secure VPN is connected. When I turn it off I can send. I have better results on iPhone and iPad until today. Now I cannot send emails on iPhone, iPad or iMac, when VPN is connected. The error code I get is: CXSNDR

"Your email failed authentication checks against your sending domain's SPF, DomainKeys, or DKIM policy."

Any ideas?This basically renders the VPN useless except for browsing.