Thank you for your reply.
I am currently using a site-to-site VPN with Netscreen devices at both sides.
That should mean that per definition there is Split tunneling: only the traffic to the Axon server should go through the tunnel, everything else goes unencrypted directly to its own gateway.
As soon as the SIP routing has been done by Axon, the client should setup a connection directly with the intended recipient of the call, using its own untunneled connection.
However, since its routing instructions come from Axon, hence through the tunnel, it will continue to use the same SIP session to Axon and try to setup only the RTP session with the recipient.
And that is exactly where it goes wrong: the SIP signal is still going through the tunnel (routed by Axon) whereas the RTP session is not using the tunnel.
It seems impossible to have both sessions linked again.
I tried to solve the problem by installing the Recording software, that turns the Axon PBX into a RTP-proxy. However, I still have the same problem: even when the RTP traffic goes through the tunnel, it is not recognized as being in conjunction with the SIP session that is also using the tunnel.
I therefore tend to suspect the firewall from causing the problem.
If anyone has any idea or suggestions, please let me know.