Working on this too. I guess the correct configuration is the following:
- Ghost on domain.com
- Mailgun with subdomain.domain.com
- Mailgun subdomain TXT and CNAME records set in DNS (avoid adding unless you have an account in Mailgun you want to use to receive emails)
- email account for subdomain (if using Google apps you can add a domain alias for your subdomain)
- email provider MX records set for subdomain in DNS (to get confirmation emails and reply to newsletters)
- config.production.json set with subdomain SMTP credentials
- newsletter tab on Ghost admin dashboard set with Mailgun subdomain and private API key (wondering if creating a subdomain API key would work the same or would it be even better)
Then, you would be able to change support/newsletter email in Ghost dashboard. Once you add the new mail, Ghost asks Mailgun to send a confirmation mail (via subdomain) that you will receive at your email@example.com (thx to MX record configuration). By clicking on the button in confirmation message you set the new email address.
Let me know if you can make it work this way.