pdns.umbrella.com has no MX records.
Question and response
Question
dig pdns.umbrella.com. MX
Answer
The response has no answer records.
Authority
umbrella.com. 86400 SOA auth1.opendns.com. hostmaster.opendns.com. 1771777254 16384 2048 1048576 2560
Additional
. 32768 OPT ; payload 4000, xrcode 0, version 0, flags 32768