Also catched delayed bounces when MX records are not set to mailgun
Currently delayed bounces are not captured by mailgun when the MX records of your domain are not configured to mailgun (see warning at https://documentation.mailgun.com/user_manual.html#tracking-bounces ).
This will result in incomplete bounce tracking and possible loss of important information
A typical example would be a company who maintains its own domain but who wants tracking for some specific accounting mails which needs to be send from a specific email address within their own domain , i.e. transactional emails only.
This can be solved by sending out the emails using an envelope sender within the mailgun domain while still using the custom domain as from header. As a result the 'return path' header will be set to mailgun allowing full bounce tracking, while the mails still seems to origin from the custom domain when the end users receives them in their mailbox.
Unfortunately the current implementation of mailgun does not allow configuring 'mailgun' as sender domain (only in background) + when configured in background the DKIM signature will be done using a shared DKIM public/private key published using a TXT record within the mailgun domain instead of a key pair specifically for the custom domain.
Hence the request to :
allow configuring mailgun as envelope sender (or configure this by default as IMHO no disadvantage exist in doing so and all bounces will be tracked automatically)
change implementation at mailgun to decouple DKIM signing of used envelope sender; DKIM allows selection of which public key to use published by a dns TXT record by specifying the 's=mandrill; d=custom_domain'