Ok, something new.
Now, in my /var/log/mail, I get the following:
Apr 12 09:11:34 mail sendmail[7072]: k3CFBYZ07070: to=<recipent@receivingdomain.com>, ctladdr=<sender@sendingdomain.com> (555/100), delay=00:00:00, xdelay=00:00:00, mailer=relay, pri=122080, relay=mailgw.sendingdomain.com...