We can disable the local relay message by set following:

(1) Make sure the AntiRelay is Enable(Un-tick) >> Go to WHM >> Service Manager >> Antirelayd >> (make sure its Un-tick)

(2) Navigate to WHM >> Main >> Tweak Settings >> Initial default/catch-all forwarder destination.
//Set this setting to Bounce / Fail.

(3) Navigate to Home >> Server Configuration >> Tweak Settings >> Set the Prevent “nobody” from sending mail setting to On.

(4) Force all mailbox’s or email’s users in the servers use SMTP Authentication. Run following Command in SSH.

/usr/local/cpanel/bin/tailwatchd --disable=Cpanel::TailWatch::Antirelayd