Fake mails from local domain, how to block them?

Hello, i have DKIM verification, Sender Verification, SpamAssassin and others filters/blacklist enabled, but we are receiving mails from local domains users originated from remote servers, example: On the server we have this domain user: myexampleuser@mydomain.com and we are receiving mails from myexampleuser@mydomain.com on myexampleuser@mydomain.com inbox, but the mails are coming from other server, however our server does not filter or reject them. How can we filter/block mails from localusers but that originates on other servers?