It is unclear which network interface will be used when Messaging Gateway (SMG) sends delivery status notifications (DSNs) i.e. bounce messages and notifications that message delivery is delayed.
Delivery status notifications in Messaging Gateway (SMG) are generated by the mail server (MTA) process and directly inserted into the Delivery queue. The selection of which network interface to use when delivering the DSN is based on the destination domain just as it would be for any other message and is managed via the Administration > Configuration > host > SMTP > Advanced > Delivery > Delivery Bindings configuration.
DSNs to domains which have not been configured in Protocols > Domains as Local domains will be sent using the local IP specified for "non-local messages". Similarly, DSNs with a local recipient will be sent using the IP specified for "local messages".
If the delivery bindings are set to "Auto", SMG will select the interface / IP based on the destination IP address that the message is being sent to using standard TCP routing logic. If the destination IP is on a local network the interface with an IP on that network will be used. If the destination IP is on an external network or a network that SMG does not have an explicit route to then the IP / interface that is on the same network as the default gateway will be used.