[Exim] Need Exim to ask hosts file before asking my DNS

How can I make Exim get the IP of a host from the /etc/hosts before asking
the DNS?

I need this because I have 2 email servers behind a firewall, internally
they use virtual IPs.

When I try to send an email from Exim to my second email server, I find in
the logs that it is trying to connect to the real IP, although I set the
virtual IP in /etc/hosts

While when I try ping my-second-email-server it works, because ping asked
the hosts file first or used the resolver of the operating system maybe.

I also tried to set my MX as a CNAME so the IP does not appear when asking
the DNS for the MX, but this didn't work either, seems Exim makes another
DNS query to find the IP of the CNAME without looking into /etc/hosts first.