I suspected that, however when I spoke with the ISP, they said they don't, and the evidence is proven when I remove the delegate and send an email normally from the server to my home email. The email still goes through the ISP relay, configured by the email sending, but the DKIM signature is added.
Using the Delegate, the header reports DKIM= none.
Our SPF includes the ISP as well as Gmail, and I have loaded the keys into Google domain, so Gmail signs OK. The trouble is I need to get DKIM signed by Feb or all our major email ISP's in New Zealand will reject any unsigned mail.
I'm thinking I'll have to get the ISP to sign them, I haven't had that detailed conversation yet, but was wondering if their was a simple trick to do it my end.