Your MX records are looking good, you’ll just have to wait up to 24-48 hours until MX records get propagated.
Also you can’t remove that other MX record and it’s normal, you can just ignore it as it doesn’t really affect the way you receive your emails with Zoho.
As you can see in the MXToolbox result you sent, your domain currently only has a CNAME record which points to Cloudflare. It’s a known limitation that our Cloudflare integration breaks email (and a few other features).
Please disable our Cloudflare integration if you want to receive email. After that, you can choose to setup your domain name on Cloudflare’s nameservers yourself, or just not use Cloudflare.