If you are trying to send a message to a JID where the DNS name is a subdomain of the XMPP server domain, Openfire does not do a DNS lookup and instead assumes that the address specified is a local service. Therefore, the message is never sent to the other server but instead the server attempts to route the message to an internal service that doesn't exist.
If the address is not a registered component of Openfire, Openfire should do a DNS lookup and attempt server to server communication.
For example, if a server with the name chat.domain.com is trying to send to the address mychat.domain.com, a DNS lookup is not done on "mychat.domain.com" because that string contains "chat.domain.com"