Thank you @Mark Sapiro for you quick reply.
So by doing the following settings, then ALL the messages sent to the list will be hold for moderation:
Settings -> Message Acceptance
"Default action to take when a member posts to the list": "Hold for moderation" "Default action to take when a non-member posts to thelist": "Hold for moderation"
Members -> Administration options -> Moderation: "List default"
BUT I don't really follow you when you say that those 3 allowed users to send on the list should also have set to "Moderation: List default"? How will they then be able to send messages, or what do I misunderstand here?
Also, how do I create a "non-member" user "no-reply@abc.com"? Do you mean that I do that under the "Mass operations -> Mass subscriptions" ? Can I add a "fake address" there?