Cpanel provide you a option to set/ change the MX records for the one domain or sub-domain. You can check the option from cPanel >> Mail >> MX Entry >> Select the domain >> tick desired email routing option and set the priority and add the mx record.
Please allow some time to propagate the MX records properly.
You can also change the A records or the subdomain to host it on another server. A records is for the entire subdomain, whereas, MX records are for the mailserver.