Try to configure the sendmail server to use a "SMARTHOST"
check the sendmail.mc for a SMART_HOST line on my system its
Code:
dnl # Uncomment and edit the following line if your outgoing mail needs to
dnl # be sent out through an external mail server:
dnl #
define(`SMART_HOST', `ip-of-zimbra-server')dnl
then add the ip of the sendmail server to your zimbra server's "Mynetwork"
In my case both systems are in a DMZ and it seams to work ok.