[exim] Help needed - save locally and reroute

Hi,

I am not very much familiar with Exim4 config, but I need to achieve
the following and hope you will be able to assist me.

I have a cPanel/WHM on VPS which is configured as a backup email
server (for now). I also have my own MS Exchange that configured to
accept emails for my domain. MX records point to Exchange first and to
backup host second. This works fine.

What I would like to is as follows:
1. Change MX records to make VPS primary (and only) mail exchanger
2. All locally inbound email will be filtered by SpamAssassin and ClamAV
3. All locally inbound email will be permanently saved to local
maildir and then forwarded to MS Exchange

Can you please help me configure this in a way that will survive WHM upgrades?

Thank you,
Alon.