365 msp disconnect

We are a small company with about 100 users on MS365. We are unsatisfied with our current MSP and want to terminate services at the end of that contract. We currently purchasing 365 license through the MSP.

How difficult is it to transfer our 365 licenses and purchase direct from MS while keeping our tenant and mail flow intact. Is it as simple as purchasing licenses direct from MS and letting the existing MSP licenses expire?

Our 365 emails have Proofpoint spam protection filtered. It doesn't look like PP sells direct to consumers. Does that mean we will need to switch our spam filter vendor to one that does sell direct?