Square Email forwarding and MX based spam filtering

Can I use MX record-based spam filter and Square email forwarding together

I have forwarding set up to send.  James@Mydomain.co.uk to James@gmail.com. this works fine

Square domains do forwarding. with a MX record of mxa.mailgun.org (priority 10). there does not appear to be any way to edit this.

I can add the MX records for spam Hero  Mydomain-co-uk.p10.spamhero.com. priority 10 which becomes 12

Where I am stuck is that I need to increase the priority of the mxa.mailgun.org record to 35 for the spa filtering to work, which I can do. 

Or do I have this wrong, and I can't use Spamhero filtering and Mail forwarding as they both rely on the same  MX method? 

Any suggestions for adding Spam filtering to a Square domain appreciated.