You added a domain to the Approved Senders list, but HES / HES - Inbound Filtering still blocks emails coming from addresses in that domain.
Give an allowance of up to 1 hour for the changes to the Approved Senders list to take effect. If it is still not working after this time, it means there are existing policies that are blocking the emails.
The Approved Senders list only overrides the ERS (RBL) checking and the spam policies (Spam/Phish and Newsletter). It cannot stop other policies from blocking emails from that domain. But you can choose to modify these policies if you are using the HES service level. For details, click the blue question mark (?) icon on the upper right corner of the Policy screen.