The question is old but I believe it is worth answering
You should point the record to the IP of the site on hostgator, do:
website.com -> IP
www.website.com ->IP
For the Locaweb email to continue working you must take the CNAME for the hostgator, consult them and see which ones are necessary, but it is very likely that you will have to do:
Mx of locaweb move on to the mx in the hostgator, smtp and pop of locaweb move on to the hostgador.
Mx
website.com -> algumserver.com
CNAME
smtp.website.com -> smtp.algumserver.com
And then we can have pop, mail, pop3 or even mail
pop.website.com -> pop.algumserver.com
It’s just this someone that we should consult the manuals or contact the support to have access. If you have access to this data from the dashboard, just put it on hostgator.