mx.mail.sl.pt has no CNAME records.
Question and response
Question
dig mx.mail.sl.pt. NS
Answer
The response has no answer records.
Authority
sl.pt. 10800 SOA dns01.sapo.pt. root.ns.sapo.pt. 1771644685 800 200 604800 86400
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0