I set up two MX records but they don’s show up in the zone file neither in the dig response.
These are the records on DigitalOcean: http://i62.tinypic.com/33ms6it.jpg
These are the records on my old nameserver: http://i62.tinypic.com/1zogorp.png
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Have you tried looking again? It seems to be fine now. Sometimes propagation takes a while longer than expected.