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This was previously discussed here (search the forums first)
There should be no reason why you can't.
Open a support ticket.
Who told you that? Is SNWL outsourcing the Support to the Community already ... I'am joking, obviously 😅
I'am trying to spin my head around your question.
You're saying that GoDaddy is your Mail Provider, which means your MX record(s) points to a GoDaddy Server, right? When you're saying using Outlook365, you mean the Desktop-Application or does this mean using MS365 (Office365) in any form?
The mail routing on HES is pretty simple. Inbound you need to point your MX record to HES and specify a single (or multiple for failover) mail server (your current MX) to forward the mails from HES to GoDaddy. Outbound routing can be tricky, because you have to define all the systems which are allowed to send mails via HES. On the GoDaddy system you would need to have some form of relaying to HES enabled if this is possible, but this you need to check with GoDaddy if it fits for your service you have with them.
Inbound: Internet -> HES -> GoDaddy -> Client
Outbound: Client -> GoDaddy -> HES -> Internet
You need to modify some other DNS aspects as well, like SPF, DKIM, maybe DANE etc.