CNAME and WHM - how to stop domain name being appended automatically

For anyone who has this problem the answer is simple - just add a fullstop after mailgun.org (mailgun.org.)

Simplest things but when you don't know them they can be a real pain!

I had the same problem and solved it by adding an extra blank after entering mailgun.org.

So type the following: mailgun.org.(add a space after the final period)