A few things:
* don't enable 'Sign all Outgoing Mail' - if you have a domain for which you want to sign mails (al.mt.gov.br)
The selector almt.private on PMG is a valid RSA key (otherwise you would not be able to view the TXT record)
checking here - it seems that you have not entered the TXT record in the Zone al.mt.gov.br:
Code:
$ dig txt almt._domainkey.al.mt.gov.br
; <<>> DiG 9.11.5-P4-5.1-Debian <<>> txt almt._domainkey.al.mt.gov.br
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NXDOMAIN, id: 58971
;; flags: qr rd ra; QUERY: 1, ANSWER: 0, AUTHORITY: 1, ADDITIONAL: 1
;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 4096
;; QUESTION SECTION:
;almt._domainkey.al.mt.gov.br. IN TXT
;; AUTHORITY SECTION:
al.mt.gov.br. 1718 IN SOA serv05.al.mt.gov.br. root.al.mt.gov.br. 2015083000 43200 900 1814400 7200
;; Query time: 0 msec
;; SERVER: 192.168.2.15#53(192.168.2.15)
;; WHEN: Wed Dec 18 17:02:24 CET 2019
;; MSG SIZE rcvd: 105
You need to add a text record for each domain you want to sign - in the domain's DNS records!
Please provide a DKIM-Signature header as created by PMG if you need further help in debugging