Question Account level filtering - Third party spam filtering/direct delivery

[Computationalerr]

We switched to a host using plesk about a year ago. We were using cpanel for email previously. I had forgotten about the account level filtering I had in cpanel. This filtering prevented any emails that did not go through my third party spam filter. Basically, if it didnt have a keyword in any header, it would get rejected. I had been submitting spam, and got an email back yesterday reminding me about the direct delivery issue.
I have been searching the forums, and the documentation, and emailed my host. Apparently this is not possible as a plesk user. My host said they cannot add a filter to spam assassin for me from the back end because of licensing, and I cannot add any filters like I describe in the user interface.
What do I need to do to prevent emails being directly delivered to my hosted mail server and bypassing my third party spam filter?