Thanks for your help. I checked as you suggested and got
milter_connect_macros=j {daemon_name} v (no quotes, no underscore). I
commented out my own version and ran with the default, which correctly
includes the mail server name in the dkim check but still has
UNPARSEABLE_RELAY.
I suppose it may have been attended to in a later version of either
postfix or spamassassin and that you have that version. Mine are
Postfix: mail_version = 3.1.0
Spamassassin: SpamAssassin version 3.4.2 running on Perl version 5.22.1
I'm currently studying the solution proposed by Jaroslaw Rafa. Once I
understand what is going on I will probably apply it and see what happens.