multiple mail domains with using common MX

Hi,

I have a domain (myhost.com) with cloud.myhost.com being specified as the mail server.
I have a SSL cert for cloud.myhost.com and have copied it to postfix, dovecot, virtualmin & apache. Basically, cloud.myhost.com is where all the ‘action’ takes place.

The problems start with a second domain. eg example.com
When I specify ‘@ MX cloud.myhost.com.’ in my dns settings for the domain, virtualmin comes up with a big red warning:
Warning - errors were found in this domain’s DNS records : This domain has email enabled, but none of the MX records cloud.myhost.com point to it. Either the MX records should be corrected, or the email feature disabled if mail is hosted externally.

The reason I do this is so that when TLS is used during SMTP that there won’t be any certificate errors if the remote host decides to check them. (They work fine with cloud.myhost.com, but would obviously fail for mail.example.com)

It all seems to work, just fine (as long as I edit the global DKIM and add example.com).

Question: Is this the right way to go about this? (using MX cloud.myhost.com, setting example.com in global DKIM). What’s the deal with the big red error in the DNS settings page? Surely, I can still create users normally…

Any thoughts welcome.
Craig