This was an issue with the SME6 servers which I have not seen on my installation of the SME7.
On SME6, connected via (non-SME) VPN tunnel from work, sending was not usable. It took forever, ultimately working but not practical, so I used the local SMTP server.
Before cutting over to the SME7 I verified this behavior was gone. It is, and I suspect you will find it works for the scenario you depict.
Sorry I cannot say I replicated your exact situation but I believe we are referring to the same issue.
regards,
patrick