Ah, I already resolved this issue in other way but perhaps Smarthost might work.
What I did:
Renamed Plesk server where 25 port is enabled to any valid name, for ex, "host.server.com" (main domain/host "server.com" already is there and DNS assigned).
Created "example.com" mail host there and...
Is it possible to setup mail server on subdomain (mail.example.com) but to use main domain (example.com) in email addresses? DNS is not problem.
I ask it because our hoster of main domain doesn't open 25 port but there is possibility to register mail domain on other hosting where Plesk is. But...