Could you please explain further - or rephrase - what your problem is.
I understood that Zentyal is your gateway and internal Win2003 server handles DHCP server.
This Win2003 server is also your "
domain"

but this I don't understand

do you mean DNS ?
I also don't understand what "domain IP" means...
When you write that you can or can not ping depending on resolv.conf content, do you mean ping from any computer in your LAN or from Zentyal server itself?
What does resolv.conf contain and what did you configure on Zentyal server in term of DNS ?
Do you also confirm that resolv.conf content prevent to ping
IP address? I'm a bit surprised. Do you mean ping "serveur outside of your LAN" rather than "IP address"? (meaning using FQDN)