[Exim] permissions on .forward file

I have an interesting scenario that I need help with -

I set up a few email accounts and I immediatly created a .forward file
in the home directories. Only problem is they were root:root - I forgot
to chown them.

When that user with a root:root .forward file receives an email, it
seems to disappear. It does not bounce back, and it is not in /var/mail

I had this happen to some potentially important messages - so where are
they?

FYI: exim 3.35 on a debian woody box

Thanks for help,
Dan