The next thing I tried was to disable the SSL vpn in the remote/vpn section, this made a change as I now no longer got the 404 error page from the router while trying to browse to https://mail.mydomain.com but still the port forwarding was not working.
After drilling down deeper into the Draytek 2860 SSL VPN settings, I changed the port the SSL VPN uses from 443 to 44444. I did not think that this change would make a difference as the SSL VPN was disabled, I was wrong! The 443 port forward started working, so even though the SSL VPN was disabled, it seems that port 443 was still in use by it.
I hope this post helps others!