[exim] If DKIM or SPF fail reject to folder, not sender

Running Exim version 4.87 on CPanel/WHM and have turned on DKIM and SPF
validation on incoming email.

I'm working on a project which needs to redirect/filter or otherwise get
ONLY messages that fail DKIM OR SPF to a special folder in the user's
directory and not return as undeliverable or otherwise fail the message.

Is this possible and if so, what kind of tweaking do I need to do in the
configuration file?

I'm assuming that since failed messages go back to the sender when DKIM
and SPF validations fail, it might be trivial to tweak that code so that
it sends the bad message to folder in the user's email directory instead.

Important note: I am very afraid of the "advanced editor" in CPanel/WHM
control panel and I know how touchy the configuration file is for Exim.
In fact, I've tried my best to make changes only to mess things up
(luckily I always keeps backups) so if there is a solution that I can
learn, please understand that I am learning and may need some step by
step help, after which I will get the hang of it.

Thank you in advance.