Splitting the lists between 2 different domains (?!)

If those servers are not assigned to customers and they are system delivery servers (that's how they are called when they are not associated to customers), then mailwizz will use them all for sending, the fact you used a different from address does not matter, mailwizz does not match that address to anything, it makes no sense.
So what you need to do is to assign each server to a customer, this way those customers will only send with assigned servers.
Just to make sure it's clear to me.
I'm using the same API key from Mailgun BUT I have to open to each email account that I plan to send from emails a unique deliver server;
Like I did here (in green, bottom) and not like I did at the first row (in red) - http://prntscr.com/sy5jtv

Please confirm :)