Balancer queries DNS of register A of mail server

I think you have a problem here: "mail.mydomain.com" is a CNAME record, and according to RFC1912 it cannot co-exist with any other record, i.e. it can't be used as an MX record at the same time.

You could do something like the following instead:

In zone mydomain.com

mydomain.com                    300     IN       MX    mail.gtmmail.mydomain.com.
gtmmail.mydomain.com            1800    IN       NS    ns.gtmmail.mydomain.com
ns.gtmmail.mydomain.com         14400   IN        A    1.1.1.1


On the GTM:

In zone gtmmail.mydomain.com

gtmmail.mydomain.com.           1800    IN      SOA    gtmmail.mydomain.com. admin.gtmmail.mydomain.com. 53365 2600 1800 3600000 43200
ns.gtmmail.mydomain.com.        1800    IN       NS    1.1.1.1
mail.gtmmail.mydomain.com.      1800    IN    CNAME    mail.wip.gtmmail.mydomain.com
mail.vip.gtmmail.mydomain.com   1800    IN        A    2.2.2.2

.