Connecting Yandex mail to a domain. How is it better?

Question

Yandex.Mail for domain

Hello. There are two ways to connect Y. Mail to a domain:
1) Delegation to Yandex DNS
2) Adding DNS records to the domain
I understand correctly that if I use the first one, my site will not be available in Ukraine, because Yandex is blocked there

Answer 1

It’s better to set a separate MX record only for mail, I see no reason to transfer the delegation to the Yandex server

Answer 2

I have DNS on Cloudflare. I added only MX and fields for DKIM to the zone.
I'm not talking about accessibility. Depends on the insanity of a particular provider in terms of filtering. They can only filter Yandex resources, or they can also block access to their DSN.