Hi Efi,
I understand that you'd like to keep the DNS records related to Office 365 on the domain registrar without redirecting your name server records to Office 365. If so, please refer to the link below to achieve it:Add your domain to Office 365 but continue to manage your domain's DNS records
http://onlinehelp.microsoft.com/en-us/office365-smallbusinesses/hh416759.aspx
@mch, thanks for your information.
Thanks,
Aaron Yuan