Please make sure you are adding the correct record as changes of MX record might need at least 4 hours of propagaion period.
You could like to add record as below where will point domain.com's mx to 127.0.0.1 with priority of 10.
mail IN A 127.0.0.1
@ IN MX mail.domain.com
1. Log into HELM Control Panel.
2. Seek for your domain.
3. Select on DNS Zone Editor.
4. Select "Add New" for new creation or click on the old record that need to change for modification.
5. Please use the format as below.
Record Type: A (Host Record)
Record Name: mail
Record Data: 127.0.0.1
Record References: 0 * MX records only
6. Then add/modify the record as below.
Record Type: MX (Mail Exchange Record)
Record Name: @
Record Data: mail.domain.com.
Record References: 10 * MX records only
IMPORTANT: Record Data of mail.domain.com. end with a dot(.)
6. Click on Add/Save.
Please consult Exabytes Support if you do not sure about the record change.