I have two servers one for web and other for e-mail.
The web server has installed exim for send notifications to clients but I can't receive emails from the same domain in the e-mail server because all the emails sent from web server stay right there.
The web server and email server have their respective dns entries.
I changed the vdomain driver to use dnslookup and transport to remote_smtp in the exim conf. All email sent to the same domain now just look for mx register in the dns.
vdomain:
debug_print = "R: vdomain for $local_part@$domain"
driver = dnslookup
domains = dsearch;/etc/exim.domains
local_parts = lsearch;/etc/exim.domains/$domain
transport = remote_smtp