Forwarding virtual user’s email with exim’s filter

Exim is delivering locally because the destination domain matches one that you've configured Exim to consider local. Smarthosting doesn't come into it, because that only kicks in once Exim's decided to route the e-mail somewhere else, and that's not what's happening.

The easiest way to handle this just to grep through your Exim config for your domain, and remove them. I can't remember the exact name of the option(s) involved; I got rid of my last Exim server in favour of Postfix some years ago.

Setting Exim to catch all email sent to local domains:

After:

begin routers

Add:

catchall_pub:
  driver = redirect
  domains = +local_domains
  user = catchall
  data = catchall@localhost

This will enable a catch all for all local_domains. They are set like this:

domainlist local_domains = @ : localhost : localhost.localdomain : example.com

Note: you can simply specify to catch a single domain and make multiple rules for multiple domains.

In order to configure Exim to create individual files for each email you just simply have to switch the local delivery to directory mode like this:

Find:

local_delivery:
  driver = appendfile
  file = /var/mail/$local_part
  delivery_date_add
  envelope_to_add
  return_path_add
  group = mail
  mode = 0660

Add in place of file = /var/mail/$local_part:

  directory = $home/mail
  maildir_format
  maildir_use_size_file  

Note: This will automatically create a nice mail directory in user's home folder when he receives his first email. The structure is the well known cur/, new/, tmp/ one.