[Exim] Bounce messages not working

For some reason, i do not seem to be generating bounce messages. Could a
friendly soul out there try to send a mail to something like
dsfds.esdf@??? and see if you get a bounce?

Maybe my setup is the culprit?

Net -> Exim server in DMZ that has nwl.se as a relay -> Exim server on
our local net that is a Exim 4.10

The inner server uses the DMZ host as a smarthost for all outgoing mail.
And I see "error message sent to...." for each bounce, but they do not
seem to be reaching the recipient.