Spamhaus is blocking by IP which can be an smtp server or a client. The SMTP protocol does not allow to distinguish a sending SMTP server from a client.
By using a VPN, you "randomize" the IP address and thus make spamhaus and equivalent services useless. I created my own IP blacklist and tracked it.
The only method I found to filter my spammers is to reject mails from hosts without a name. This eliminated 80% of spam, but it won't last long.
The mail system is completely broken.