Hi modcar, a little late on this one but trying to debug something similar.
For us, *2 activates recording for internal calls (i.e. local, extension to extension calls) and inbound calls (i.e. calls coming in from a gateway i.e. mobile/cell to an extension).
When making an outbound call, *2 doesn't activate recording and instead sends the DTMF down the gateway like you described. We've tested all the usual features codes (*1, *2, *4) on outbound calls and all exhibit the same behavior.
Were you experiencing the same issue (i.e. works on local and inbound, but not outbound calls)? Did you manage to get a resolution?