Are sure the MX record is pointing to the correct (the other ) mail server? Can you send mail to them from Yahoo/Gmail?
If so, then I believe the problem may be that while you are behind the server hosting the "broken" domain SME's internal name server (in)correctly sees itself as the mail server for the "broken" domain, checks for the user and crashes the mail. This is what it is doing for the domains where you are hosting www and mail, but then you want it to do that for these two. Solution, modify the script that creates the MX record on the SME box. WARNING, difficult, I believe.
Else, the external MX record may be broken.
Else, something magic is going on. Sit back, relax and allow cyberspace overcome you.