Cool, now I do understand your set up. This was only a matter of wording
I do have exactly the same, almost 100%
If I understand well what you have and what you did, your Zentyal DNS is only used by internal users. All the external stuff is handled by DNS on ISPs side, including MX and PTR. There is nothing surprising neither wrong. I've the same here and that's very standard design.
Thus there is no need to declare your external Zentyal IPs in your local (Zentyal) DNS.
You also don't need split DNS because your DNS is not seen (in fact rather not used) from internet.
If your webserver is used from internet, high availability is partially achieved as you have two public IPs and external clients will get one IP then the other in round-robin mode, meaning this is not 100% achieved, e.g. for external web clients it may fail if one or you ADSL link is done.
This is somewhat different with mail because assuming you set same weight in MX records, in case MTA can't be reached at first IP, second MX will be used.
The round robin is done internaly by zentyal you however can specify if you want, how much of the total queries can be on put on one interface and how much on the other.
Regarding this point, I would have loved some documentation from Zentyal describing the sticky connection. I'm not using it this way as my FTTH link is way faster than the ADSL one but I would not be surprised if balancing everything over the 2 equivalent links doesn't exhibit some side effects with web based applications e.q when connection to application server is seen from 2 different source IPs.