How do I modify my internal dns-server, so that I can use the same DNS address as I use externally?
Example; Exchange.domain.com should point to 192.168.X.X instead of external static ip.
Add that entry as an A record in your DNS server.
Assuming this is Windows, go into your DNS manager, and open your forward lookup zones. Add a New Host (A). Put in the servers FQDN as the name and it's LAN IP as the address.
There is already, of course, an exchange host a-record with the internal name "exchange" and points to its static ip 192.168.x.x.
Is it now unproblematic to add a-record exchange.domain.com to point to the same internal ip? I mean, will any services/outlook clients start to act insane? :D