PHPMailer() Delivery is not allowed to this address

I moved my wordpress site from one server to WPengine server.

I had a code for sending email which still works fine on old server, but on new server I am getting next message

SMTP ERROR: RCPT TO command failed: 550 Delivery is not allowed to this address. 2015-09-14 15:29:34
CLIENT -> SERVER: QUIT 2015-09-14 15:29:34
SMTP Error: The following recipients failed: info@saveonlife.co.uk

The code is:

    $mail->IsSMTP(); 
    $mail->SMTPDebug  = 1;                     
    $mail->SMTPAuth   = true;                 
    $mail->Host       = "mail.webcreationuk.com"; 
    $mail->Port       = 25;                   
    $mail->Username   = "webcreationUsername@somedomain.com";
    $mail->Password   = "some_password";        
    $mail->SetFrom('info@myemaildomain.co.uk', 'Quote Form');
    $mail->AddReplyTo("info@myemaildomain.co.uk","Quote Form");

    $v_Msg = "<span>Some email message</span>";
    $mail->AltBody = "To view the message, use an HTML email viewer!";
    $mail->AddAddress("info@myemaildomain.co.uk", "Quote Form");
    $mail->MsgHTML($v_Msg);
    $mail->Send()

On new server this is working only if I for From,ReplyTo and To addresses set the same address which I set for SMTP username.

I am not really familiar with PHPMailer, so any help is very good. Thanks