Emails are not deliver to subdomains

Hi
I have a domain domain.org that was hosted at bluehost and I change the name servers now to point to clowdflare.
I recreate all A records and I change the MX records to point to a spamfilter service.
Everything works fine and when users send an email to @domain.org it goes just fine but if they send it to executives@lists.domain.org it does not go anywhere.
Before that was a distribution list set on bluehost.
Now I create a distribution list on Exchange and I set that email as the reply email.
Also on the public DNS I create an A record to match what was on the old dns like lists pointing to the IP of the exchange server. That did not work. How can I redirect that lists.domain.org to the spamfilter?
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infedonetworkAsked:
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Simon Butler (Sembee)ConsultantCommented:
As far as the internet is concerned, example.com and lists.example.com are two different domains.
You do not get delivery to a sub domain using the MX records of the primary domain.

Therefore at your DNS provider for example.com, you will need to create a new zone for lists.example.com and then create an MX record in that zone to point to your Exchange server.

Simon.
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infedonetworkAuthor Commented:
Thank you
That make sense now.
I was confused with the web redirection.
I have another domain were I create a CNAME for let's say test.domain.com to point to different domain.com and it work but the emails are different.
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