Hi Himbo,
Have you looked at the Nullmailer logs to see what is happening with the message(s) after Checkmk hands them off?
Spooled mail to local mail transmission agent is not an error message. It is the best Checkmk can provide in terms of the status of outbound email messages. Once Checkmk has handed it off to the local MTA, it (Checkmk) has no further visibility into what happens to the message.
Hope this helps,
Jason