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DNS/MX/CNAME issue

I apologize if this has been addressed elsewhere; I am a completely newbie to DNS.  Unfortunately I do not know anything about the servers or firewalls or any other specifics other than what I mention below.

We have a client with the domain company.com.  In order for our supporting employees to use a similar email address, we asked the client to setup a sub domain such as sub.company.com.  We also asked them to setup a CNAME record pointing to fbc0de12-3456-7890-f123-g4h5ij6kl78m.sub.company.com with a value of admin.messaging.microsoft.com; and an MX record pointing to mail.messaging.microsoft.com.  We also asked them to setup an A record pointing to one of our marketing websites.  

The client set this up on both their internal and external DNS.  The problem is that it works intermittently – 1 out of 10 tries works, to either email or hit the sub domain (as sub.company.com or www.sub.company.com or http://sub.company.com).  We have had other clients set this up successfully and it does not appear that there is any difference between this client’s setup and other clients’ setups.  

Any ideas on why this would be working intermittently?  

Thank you in advance -
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I should also mention that I have used mxtoolbox.com to check the setup, and again it works intermittently.  When it doesn't work, the error message that I receive says, "A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond."
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A cname can't be used for an MX record (It's not clear if you are or are not).  Use a fully qualified domain name that has an Address record.

If you could identify the domain, it would be much easier to troubleshoot.
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ASKER

I can’t give out the domain or sub domain since they don’t belong to my company.  I don’t believe we are using a CNAME for an MX record, and I’m fairly certain that these three records, CNAME, MX, and A, are set up identical to our other clients where we have implemented this successfully.  I’m just not sure why it would work intermittently, like, is there anywhere along the way where signals could get crossed or sent in multiple directions?  

Possibly this is not specifically a DNS question, but other networking-related?  

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ASKER

Yes, that is exactly the setup.  Would a firewall setup cause intermittent connectivity issues?  I will suggest this to the client IT (who is also new at this DNS/networking stuff).  Would you care to expand on those possibilities?  

The purpose of this setup is so that our employees do not have to use two email systems and try to remember which system to email the client's customers from.  We set the sub domain address (such as first.last@sub.company.com) as their primary SMTP on our system, and then our employees just have to use one email management system and it always says its FROM the sub domain.  We were using POP3/IMAP but that setup is not always "authorized" in the system (as it was explained to me) so blacklisting could be a problem - we even blacklisted ourselves a couple of times.  
Do you have an Address record for the MX server (mail.subdomain.com)?
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ASKER

Is the Address record the same as the A record?  They did set up an A record pointing to one of our static IP's (one of our servers that hosts a website, currently the IP points to the Apache/CPanel page on that server).  
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The problem was solved by me emailing everything that I knew about the problem to the client, including the suggestion that it could be a connectivity issue.  I don't know if creating a new Zone instead of a sub domain is a connectivity issue, but I very much appreciated that thehagman was able to understand exactly what I was asking.