Under what account is opendkim running? Did you create a rule that allows opendkim to use that port?
I don't know what opendkim exactly is, be sure you set the rule for the right 'direction' (from external to Zentyal or internal to Zentyal)
If there is another device between Zentyal and your internet connection, don't forget to forward the port on every device between internet and your LAN to Zentyal.