OK, let me try and explain this again.
If when not connected to the wifi the servername you use on the iphone is:
owa.domainname.com then this will be an A record in your external DNS pointing to the external IP address of the Exchange Server.
owa.domainname.com above is just an example, you will need to check your phone for the exact servername.
So on your internal DNS, you need to create a forward lookup zone that is the same as the above, so if the above is owa.domainname.com you create a forward lookup zone for owa.domainname.com then you create a blank A record and point it to the INTERNAL IP address of your Exchange Server.
It's pointless pointing it to the external IP address because this will not work, this is why it's not working at the moment because most routers are designed to block these sorts of loops.