I have a couple of CAS servers hosted in an internal zone and published using ISA 2006, hosted in the DMZ. As an additional security measure I'd like to route all the internal traffic from the CAS to the rest of the internal servers (MBX, UM, DCs etc) through the internal firewall. The answer from the messaging guys was that putting the CAS and the MBX servers in different zones is not a configuration supported by MS. A thing which I really doubt. The only thing that comes close to this is Microsoft not supporting placing the CAS servers in the DMZ, but that's an entirely different story. Any thoughts on this?

Microsoft does not support putting the CAS' in the DMZ or having any type of firewall device inbetween the CAS and the rest of your internal servers.