Exim and backup relays

[Longman]

Aha... bingo..

In 30_exim4-config_check_rcpt on my Debian system I have :

# Verify recipients listed in local_rcpt_callout with a callout.
  # This is especially handy for forwarding MX hosts (secondary MX or
  # mail hubs) of domains that receive a lot of spam to non-existent
  # addresses.  The only way to check local parts for remote relay
  # domains is to use a callout (add /callout), but please read the
  # documentation about callouts before doing this.
  deny
    !acl = acl_whitelist_local_deny
    recipients = ${if exists{CONFDIR/local_rcpt_callout}\
                            {CONFDIR/local_rcpt_callout}\
                      {}}
    !verify = recipient/callout

So it looks like it's already here but probably not working because
there is nothing in local_rcpt_callout..