domain_check_response() tries to check the domain in the same subfolder as my current one

function domain_check_response($domain, $drush = FALSE) {
  if (variable_get('domain_skip_domain_check', 0)) {
    return t('Domain response checks have been disabled. Saving an incorrect domain may affect your site.');
  }
  $url = domain_get_path($domain) . drupal_get_path('module', 'domain') . '/tests/200.png';

If on my development server I am in a subfolder, eg localhost/drupalfolder/ then the check of the remote domain will also use this, and will check http://mydomain.com/drupalfolder/sites/all/modules/contrib/domain/tests/.... This might not be the case!