[Exim] shadow transport for remote transports?

Is there any fundamental reason that defining a shadow transport isn't
possible for remote transports, or has it just not been implemented?

What I want to do is to send advisory emails when a message is relayed,
both for debugging purposes and so that users can track important emails
through my site and be confident they've at least left it. To avoid the
obvious floods of messages this would cause I'd use a custom X-header to
trigger it.

Reading the documentation, using a shadow autoreply transport seemed like
the obvious solution, but since it's only available for local transports
it won't work. Is there any other (reasonably straightforward) way to do
this, or is there any possibility that it will become possible to
define a shadow transport for remote transports?

Cheers,

Ganesh