I don't want to relay "ALL" of them to another mail server, I only need to relay to other mail server IF the user don't exist on server domain!
With default iRedMail settings, it cannot check whether or not this user doesn't exist on MS Exchange. But if Exchange stores mail accounts in Active Directory, you can add addition LDAP queries in Postfix (on iRedMail server) to query existing mail users.
Image 2 mail servers with only one domain! How can they check/deliver mails between them if half users are created on server A and the other half on server B?
Although you MAY configure iRedMail to query mail users hosted on MS Exchange, but i don't think you can configure Exchange to query users hosted on iRedMail.
Let me explain better:
...
Scenario 1: ...
Scenario 2: ...
your scenario is wrong.
Sender mail servers (e.g. Gmail) will connect to mail server which has higher priority defined in MX record. Let's say iRedMail server has higher priority, then Gmail will always deliver emails to iRedMail servers. So what you need to do is just make sure iRedMail will relay required mails to Exchange. Unless you have both servers has the same priority.
@slefevre already gave you doc link of how to set per-user relay, you will need this doc.