[exim] Weird Exim/WHM Error

I am completely new to exim so bear with me :-)

I am accessing a mail queue for exim via the WHM/CPanel, I have loads of
stuck mail,



Going through the queue I noticed a lot of mail is being attempted to send
to nobody@??? (Names changed for privacy)

And if I try and resend these, I get the following error:-



Permission denied: failed to create directories for //mail: Permission
denied



Where do I start troubleshooting this ?



Regards
David