You can raise a support case with Azure and request an unblock of port 25. Whether they will grant it depends on your subscription age and trust level. In lieu of that, you could also use Azure Communication Services and/or High Volume Email in Exchange Online.

M365 Local adds complexity without value. There's no benefit to running it for Exchange mailbox servers when a DAG deployed on physical hardware is cheaper and provides greater availability. Also, deployment must be performed by a solution partner certified by Microsoft, which increases costs.

Technically that's only two paths, but who's counting? 😉🙂