On my Raq 4i I host mydomain.com and mydomain.net.
I have a mailing list which forwards certain emails sent to mydomain.com to mydomain.net and also to an external address on a 2nd server elsewhere.
This works fine when other people send me an email but if I send a test email to mydomain.com it doesn't forward to mydomain.net. Also if I send an email directly to mydomain.net it doesn't arrive, but if someone else sends one it does!
Is it possible that you are either using hard coded dns in your hosts file on your local pc pointing to older records, or that you're using dns servers on your local pc that has old records for those domains?