You say you have an email address on another server, but that doesn't necessarily mean email has to be send through it. In most cases you will still be able to use a local sendmail, which is also much better then using anopesmtp since the latter is a single threaded extension to anope. If anopesmtp needs 10 seconds to send the mail because the smtp server doesn't respond right away for example, all of anope will hang for that time.