Check if your WHM has SMTP restrictions enabled. As if it's enabled, WHM default functionality is not to allow the EXIM ports 25, 265, and 587 to be bypassed by another host. So it doesn't matter whatever host you provide, these ports will redirect all connections to internal EXIM. So there are two solutions in this case
1. Try disabling SMTP restrictions in WHM
2. Use a port other than EXIM default ports i.e. 25, 465, 587
Let me know if it works!