Exchange account won't send large file, switches servers

When I try to send a large file through my company's Exchange account, it fails - a window pops up and says

"Cannot send message using the server XXX (Exchange)

The Exchange connection to server XXXXXX failed."

then it gives me other servers to try, including the exchange one.

Mail.app also seems to be trying to switch the outgoing mail from my Exchange account to my personal (Gmail) account - the Outbox entry is for "On My Mac", not for my "Work" account.

Mind you, I received this file from my someone else at my company, so they could send it fine - it's not an Exchange size limit issue. Other smaller mail I send on the Exchange account works fine.

Any suggestions?