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I've added another webmin server to my main virtualmin server, to function as a backup MX. It's working fine.
Under System Settings > Secundary mailservers I've set a custom hostname (mx2.mydomain),which resolves to the correct server.
When creating a new virtual server, this custom hostname gets ignored and the backup MX gets added under its 'real' hostname.
Looks like a bug.
As a workaround i've changed the hostname under Webmin > Other servers.