The domain is hosted on the local server. However, the mails are controlled by an external server. The mailing lists is not working properly as it gets redirected to the local server instead of the remote mail server.
This happens when there is a mismatch in the mail man settings. By default, the webpage URL in mailman would be pointing to the domain on the local server whereas in this case mails are being controlled by an external server.
To get around this, open the concerned mailing list located in /usr/local/cpanel/3rdparty/mailman/lists/.
Get into the config.pck file. Search for the domain name (webpage URL) and replace it with the remote server name/IP.
This should resolve the issue.