[exim] Can't get Exim to DKIM-sign

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Author: Andrey Utkin
Date:  
To: exim-users
Subject: [exim] Can't get Exim to DKIM-sign
Hi All!
Seems I cannot get DKIM signing.
I seek for evidence of DKIM signature being created but find none.

When I do this locally:
echo TEST-TEST | mail -v -s TEST -S smtp=localhost me@???

I get this in verbose log of exim:
https://gist.github.com/andrey-utkin/f96395f7327df32ea93f

The reply from gmail is here:
https://gist.github.com/andrey-utkin/182a1bbd55fbe2092609

It's Ubuntu Wily.
"exim4-daemon-heavy" is installed.
"dpkg-reconfigure exim4-config" was done.
/etc/exim4/conf.d/main/00_dkim was created with this content:
https://gist.github.com/andrey-utkin/04cd6f821315c8475a29
the location of key file is correct.

Wiki page is useless: https://github.com/Exim/exim/wiki/DKIM

I followed this guide:
https://www.debian-administration.org/article/718/DKIM-signing_outgoing_mail_with_exim4

Any clue?

Thanks for any kind reply.