EXIM - Using to send mail only - Unroutable Address

I've got a few websites hosted and I've installed Exim to send the mails. I had it all working though one of the website's contact form submissions have been going into the ether.

I've not properly set up the exim server to stop it attempting to route emails to itself for one domain. The workaround was to just change the destination email in PHP to be a personal email address rather than one with the same domain as the website.

Is there a fool proof way to add these domains to a list so it doesn't try to route to itself but still send emails which look to receivers as legit - e.g. not caught into Spam. I've seen some instructions online but they don't seem to suit my setup with multiple sites running?!

Also all these messages that have failed with "Unroutable address" - are they stored somewhere as files in Exim or dropped? Be nice if I could dig out these contact us submissions?

Any help greatly appreciated.