Zendesk, Exchange and 550 5.7.1

I have a zen desk account that we are using for support tickets.  I setup a group support@mydomain.com that has a member the exchange contact support@mydomain.zendesk.com.  When users submit tickets they go in just fine.  If I reply on the ticket, we get the problem.  This started about 2 months ago now.  I have run out of ideas.

We keep getting bounce failures.  550 5.7.1 Client does not have permissions to send as this sender
I have seen where we need to have the send as self permission assigned, but since this is a group not an account it doesn't have that option.
So I created an account called itsupport@mydomain.com and setup forwarding to support@mydomain.zendesk.com.  It failed zendesks forwarding verification.  

I have the spf record setup for Zendesk and it is verified.  my support@mydomain.zendesk.com account also passes forwarding verification.  Zendesk support has said it is a problem on my exchange server.  

I have even setup a receive connector for Zendesk with their range of ip's accepted, and anonymous user as the permission group.  Currently our firewall is only setup to receive email from our spam service servers, but Zendesk mail is going through that so it is not the issue.  

Any ideas?  This used to work fine, and I have no clue what changed.
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Jason CrawfordTransport NinjaCommented:
Are you saying the support@mydomain.zendesk.com MailContact on the Exchange server is a member of the support@mydomain.com Distribution Group on the same server?  What is the ExternalEmailAddress for support@mydomain.zendesk.com?  

Here's what I would do:

1. Enable verbose logging on all Receive and Send Connectors
2. Reproduce the issue by replying to a ticket.
3. Inspect the SMTPReceive Protocol Logs and verify your test email was actually received by the new Receive Connector you created.  The SMTPReceive Protocol logs can be found here for Exchange 2013 - %ExchangeInstallPath%TransportRoles\Logs\Hub\ProtocolLog\SmtpReceive and here for Exchange 2010 - %ExchangeInstallPath%\TransportRoles\Logs\ProtocolLog\SmtpReceive
4. Once you verify which connector is receiving the email, copy the name and run this command:

Get-ReceiveConnector 'Receive Connector Name' | Add-AdPermission -User 'NT AUTHORITY\ANONYMOUS LOGON' -ExtendedRights ms-Exch-SMTP-Accept-Any-Sender,ms-Exch-SMTP-Accept-Any-Recipient

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Make sure you lock that Receive Connector down to only accept connections from internal IPs on your network.

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