[exim] Where event msg:fail:delivery appears?

Hi!
I'm reading spec (
http://www.exim.org/exim-html-current/doc/html/spec_html/ch-events.html
), there is:

 The current list of events is:
[...]
msg:fail:delivery      after    main        per recipient

Do I correctly understand that action which uses msg:fail:delivery
should be defined at main config level? I'm asking because I suspect
that it's happens at transport level.

Additional question, how create pretty config for more than one type of
event? I mean I'd like to to some action when msg:delivery happens and
msg:rcpt:defer.

As for know I'm thinking about:
 transport_xxx:
    event_action = ${if eq {msg:delivery}{$event_name}\
             {${lookup pgsql{PSQL_QUERY1}}} \
            {${if eq {msg:fail:delivery}{$event_name}} \
                          {${lookup pgsql{PSQL_QUERY2}}\
                             }}

but it's so ugly:/

Marcin