DKIM does not work: This message does not contain a DKIM Signature

Symptoms

1. DKIM verification is failed.

2. DKIM is configured in Plesk and the DNS records are valid according to the article: How to check whether DKIM is working?:

   # dig TXT _domainkey.example.com @ns.nameserver.com. +short
   “o=-“

   # dig TXT default._domainkey.example.com @ns.nameserver.com. +short
   “v=DKIM1; p=MIGfMA0BNMxGSIb3ASDSGSDBSgQCb2W9irWxXgKueFDJJ69nH3yTerM1+hfV51mhIdGBEkmiLKIHBVOUIHSDOO/GAnr5Xvcu0GRFUgsUfR3YBL54fVvHtIO9E6WIaiWkB0gD5N1qjD7WPLV4vH33gbASqweB4v1TGEvVtYE8SceAc55nHhmG4sUKlBQIDAQAB”

3. External check services, for example dkimvalidator.com, reports that the message have no DKIM signature:

   PLESK_INFO: This message does not contain a DKIM Signature

4. Received emails don’t have the DKIM-signature header.

5. Some external firewall or service is used.

Cause

An external firewall cuts the DKIM-signature header from the messages.

Resolution

Configure the external firewall properly or disable it.