Spam filter issue

Spam filter issue

I'm using Mandrillapp (mandrillapp.com) to send emails on my website. It works when I send emails to other services (e.g. gmail). Currently there are options to customize the sender domain. I am getting the following results which I suspect are incorrect:

Return Path Domain: mandrillapp.com

Zoho will correctly display my email in the inbox folder.

Full Email header (sent from  Mandrillapp .com) :  http://pastebin.com/N524awvx

Return Path Domain: emailer.jurisflex.com

Zoho will place the email in the spam folder.

Full email header (but sent from  emailer.jurisflex.com  which is a CNAME of  mandrillapp.com ):  http://pastebin.com/E7yYceb1

Basically Zoho's spam filtering seems to not like CNAMEs which is the standard way to customize emailers (reference here:  http://help.mandrill.com/entries/23353682-Can-I-customize-the-domain-used-for-open-and-click-tracking- )

I also opened a support ticket with Mandrillapp who confirms that my SPF record is set correctly, which can be confirmed here:

https://dmarcian.com/spf-survey/emailer.jurisflex.com

You'll notice that the SPF record for  Mandrill   v=spf1 include:spf.mandrillapp.com ?all is already in place for your return-path. Also, by sending to a Gmail domain for example, or another domain that is not managed by Zoho mail, you'll notice that using your return path will result in the the SPF authentication passing successfully.

Any idea on what is going on?

Thanks,
Nicolas