mx2.megamailservers.com has no CNAME records.
Question and response
Question
dig mx2.megamailservers.com. NS
Answer
The response has no answer records.
Authority
megamailservers.com. 7136 SOA ns1.meganameservers.com. root.megamailservers.com. 508 86500 3600 3600000 345600
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0