Make use of the file /opt/zimbra/postfix/conf/transport
Once configured it you have to make the hash format of it i.e. postmap /location/transport.db not so sure if this can be done by zimbra it self.
And in the main file you also have to make the perameter set to make the mta use of transport.db.
You may have to define the following in the transport table.
The word smtp will not make the mta to use the DNS to check for the DNS record and will relay the mails to the gateway defined.
And please remember most of the things done by the GUI, doesn't make thing to work properly. I believe much on the file level rather than GUI