450 MX Lookup Failure for a single external domain

[skibum019]

We are running GW 7.0.2 HP and have a single domain that our system cannot send email to. I have checked our dns and resolv.cfg settings, and they are all configured correctly (seemingly). We do not have this problem with other contacts. On GWIA we see
Send Failure: 450 MX Lookup Failure (saint-gobain.com)
The clients show the message in "Transfer Delayed" status. The resolv.cfg file is setup to use opendns servers as well as our ISP's DNS server for the primary DNS servers. Strange thing is that I can do nslookup and find the mx servers for the domain, even from the GWIA server. Also, we have an exchange server on our system, and messages from that server go through without any problems. The exchange server's dns is actually pointed at our internal dns servers, which then forward requests to the opendns and our ISP's DNS servers.