[exim] Using DA POP3 together with Exchange

I'm strugling with this problem for a few weeks now. Hope somebody can
help me with this.

I've got a webserver with DirectAdmin (DA). On this webserver i'm hosting
a domain, for example mydomain.com.

I've got 2 POP3 e-mail accounts on this domain:
- email1@???
- email2@???

Then i also have an external Exchange 2010 server. The Exchange server is
taking care for another 2 e-mail adressen on the same domain.
- email3@???
- email4@???

Is it posible to configure exim that when an e-mail message arrives it
checkes if that user exists, otherwise reject the message so it will go to
the next adres in de MX records list?

For example:
mail send to: email1@??? -> deliver to POP3 box on DA webserver.
mail send to: email3@??? -> doesn't exist on DA server,reject ->
forward to next MX records what will be the Exchange server.

In my eyes it's not that difficult, because the server has to check if the
adres exists, if not just forward to the next server in the MX records.
But i don't think it's that simple because i've been google-ing for hours
about this problem.


Hope someone can help me with this problem.