I also had the same issue.
Additional it is not possible to set smtp-inbound-logging on the external connector to verbose. TMG is setting it back to none. No smtp-receive-logs and no possibility to test, if non-spam-mails are rejected by TMG.
It really seams that MS never tested this configuration. I finally gave up and installed a seperate edge server. Now everything is working fine and I get my smtp-logs.
Regards