Sry for the delay... Yes I have A, MX, and txt SPF record for the domain.
The only thing I can get to be in the unusual configuration is that I have 2 MX records plus, that not responding "the concept of nolisting"
site.com. 86400 IN MX 5 dummy1.site.com.
site.com. 86400 IN MX 10 mail.site.com.
site.com. 86400 IN MX 20 dummy2.site.com.
dummy1.site.com. 86400 IN A 190.xx.yy.z1
mail.site.com. 86400 IN A 190.xx.yy.z2
dummy2.site.com. 86400 IN A 190.xx.yy.z3
site.com. 86400 IN TXT "v=spf1 ip4:190.xx.yy.z2 a mx ptr ~all"
Obviously in dummy1 and dummy2 I don't have mail server.