MX records govern where external senders should route the messages for a particular domain, not a specific mailbox in that domain. So no, you can't use MX records for that.
But some mail providers do offer a configuration where, when they are the MX record for your domain example.com, they will accept all mail for @example.com and will:
- deliver locally the messages to mailboxes for the users/aliases created with them
- forward all messages for the users/aliases not created with them, in other words: for all unknown e-mail addresses, to another mail server.
That is a typical solution when some mailboxes are in the cloud and others on an on-premise mail server. For example: https://learn.microsoft.com/en-us/exchange/mail-flow-best-practices/use-connectors-to-configure-mail-flow/set-up-connectors-to-route-mail
The challenge there is that all mail providers/servers you select will need to support that feature. Otherwise you run the risk that while for example [email protected] (at zoho) can successfully send an e-mail to [email protected] (at Rediffmail), the reply from user5 will fail with an error message "No mailbox for [email protected] exists" because that mailbox does not exist with Rediffmail and Rediffmail is unaware that @example.com mailboxes can exist elsewhere
