You missed the co-domain settings! The website is www.domain.com
, so if you set it to external mailserver, it affect als emails for @www.domain.com, the co-domain is domain.com (without www), so you have to set this to external mailserver if you want to have an affect on email addresses like @domain.com. So just set the website AND co-domain to external mailserver in ispconfig.
See also the FAQ: