[Exim] Dnslists lookups not always working

I'm using a few DNSBLs here, to drop e.g. 419s from Nigeria and Yahoo.
However, I've noticed that occasionally, the spam gets through, which is
annoying.

What could be the reason for this? My sucky ADSL connection, a DNS/network
glitch elsewhere, or Exim "forgetting" to look up the culprit? AFAICT, DNS
lookups at the various lists work fine, and return the expected answer.

Still on 4.04 here, but will upgrade to 4.10 to see if it helps.

--
Juha Saarinen