DNS zone transfer (AXFR) failing
Solution 1:
To narrow down the cause of the problem can you add a 4th IP that of your Linode to the AFXR ACL. After doing that the following commands should echo the DNS records on the screen.
host -l domain.com axfr1.dnsmadeeasy.com
host -l domain.com axfr2.dnsmadeeasy.com
If this works it will confirm that dnseasy is providing the axfr's and there is a problem on Linode's end.
Solution 2:
Done! For the record, it was partially Linodes fault because they apparently save in cache all the attempts to import a zone, including the unsuccessful ones.
My first attempt to import a domain was lacking some steps, so it naturally didn't work. The later attempts were supposed to work, but Linode was still using their cached version of the remote AFXR ACL, so they were no good.
To my surprise (at that time), importing the rest of the domains worked perfectly, so at last I tried again with the first (culprit of this question) domain, and it also worked!
Thank you Sameer for pointing me in the right direction to troubleshot it.