this explains the problem - you have a DMARC policy set, but when the mails arrive at PMG they violate it (because they are not yet DKIM signed):
* either sign them on the zimbra
* or just lower the score of the rule KAM_DMARC_QUARANTINE to 0 in the GUI (see 4.6.3 at
https://pmg.proxmox.com/pmg-docs/pmg-admin-guide.html#pmgconfig_spamdetector)
* or configure your internal DNS to not answer with the public DMARC policy for your domain