When you try to send an email to address external to you organization, your SMTP mail server is responsible for relaying. The configuration of the SMTP mail server determines whether such relaying is allowed, and which addresses are considered internal vs. external.
Check the following
Which SMTP Mail Server do you use for sending mails to external address? Are you using the same SMTP Server for celoxis?
Does Authentication happen on the SMTP Server? If yes which User name and password have you set in mail client for SMTP Authentication? Also check the SMTP server authentication settings in Celoxis.