Not Passing Dnsstuff.com Test - Smtp Server And DNS

I have a question getting the setup of my DNS and email server working correctly.

In my mailserver, lets say I set the SMTP server to mail.BLUE.com. Through my DNS, I set an MX record for mail.BLUE.com and I set an A record for mail.BLUE.com to 1.1.1.1.

I create different domains on my mail server and give each an IP address. BLUE.com is 1.1.1.1. RED.com is 2.2.2.2. GREEN.com is 3.3.3.3.

Each domain is setup in my DNS as a forward lookup zone. Each domain has an MX record (mail.domain_name.com) and a A record (pointing mail.domain_name.com to it's IP address). There are other records of course... but they're not important for my question.

When I want to check or send mail from BLUE.com I use mail.BLUE.com. When I want to check or send mail from RED.com I use mail.RED.com. I do this for all my email accounts.

But, when I check dnsstuff.com on any domain besides BLUE.com, it tells me the following:

****************************
mail.RED.com claims to be host mail.BLUE.com [but that host is at 1.1.1.1 (may be cached), not 2.2.2.2].
****************************

Now... this can send and receive mail just fine... but I think this may cause issues when it comes to SPAM settings (some servers may consider our mail SPAM because we're "pretending" to be a different mail server).

So... here's my question... what's the best way to set everything up to run multiple sites and email accounts on one server?

How can I use 1 SMTP mail server (BLUE.com) and get my other domains to pass the dnsstuff.com test?