Can you share what BUILD you are on?

I am afraid in your case, since you are using a third-party incoming gateway therefore SmarterMail can't validate the original sending IP Address against SPF, since from SmarterMail's prospective, the origination point is likely to be your third-party gateway. 

However, I would think that DMARC and DKIM should still be able to validate against the sending domain. What feature settings did you turn off to disable DMARC and DKIM?

To take advantage of maximum protections you need to use SmarterMail directly connected to the Internet without a third-party incoming gateway. And that is the way that I use it this way here. I have purchased all of the filtering options from SmarterTools to maximize the benefits.

As for DKIM, I don't see anything in the DOCs that would prevent you from using DKIM. However, I would think that trusted (whitelisted) IP addresses and IP bypasses features you cannot use to help avoid DKIM failures because you are using a third-party incoming gateway.

However, as you know DKIM is about digital signing of eMails, and as you know various fields in the eMail message have not been tampered plus only the originator's eMail Server should have the only copy of private key that was used to sign the eMail in the first place. As long as you have a reliable DNS Server that I would turn on this validation feature.

Of course, you should be using DKIM for yourself and/or customers' domains so that their outgoing eMails are secured. You have a create a private key inside SmarterMail for each domain then you or your customer's have to publish a _domainkey txt record.

IMHO using also SmarterMail as incoming gateways with passing score (and all checks results) to main SmarterMail instance should also cover this situation.

EDIT: I would say that this could be something to consider by SmarterTools devs since this info is already there in message headers.

EDIT2: On the other hand this might be related to issue where all messages from incoming gateways which are whitelisted (but not for spam checks) are also skipping spam checks and even enabling SPF DKIM and DMARC checks on main SmarterMail server is not scanning incoming messages because they are delivered from whitelisted incoming gateways servers (but again whitelisted yes but whitelist spam checks set to no). Maybe fixing this issue will also fix this problem where all messages can't be verified.