[exim] Messing with return_path

I've been asked to implement the (deprecated) Errors-To header in exim
for some mail. (Or achieve the same result some other way...)

A windows server on the network is generating mailing-list-style mail,
and there's a requirement to have the errors go to an address that isn't
the same as the address in the From header. It seems they either don't
know how to set the envelope sender, or are reluctant to recode a
windows application to be more sensible. However, they can set an
Errors-To header, and relay through exim. I said I'd be able to deal
with it from there.

Anyway, I'm now doing this in a transport:

return_path = ${if def:header_errors-to:{$h_errors-to:} fail }

It appears to do the right thing: ie, it sets the envelope sender for
smtp communication with remote machines.

But if exim generates a bounce message, it doesn't seem to use the
redefined return_path; instead it uses the envelope sender of the
incoming message (before it was rewritten). This seems logical, but it's
not what I want.

2 questions:
1) Have I understood right?
2) Is there any way to make exim generate bounces for relayed mail to an
address that isn't the original envelope sender? (It seems to me I could
do it by relaying twice, but that seems a bit daft)

Chris