[exim] Virtual mailboxes not working on new install.

Firstly, please forgive me for not having investigated deeper. Although
it's old I haven't touched my exim4 installation for years and am
therefore effectively a complete exim4 newbie. I'm really just asking
for pointers to how to debug this.

I've run exim4 (and maybe its predecessors) for about 15 years on a VM
hosting platform. All that time ago I set up a virtual mailbox config
(so that the maildir is under <domain-name>/<username>). Has worked
well for all that time.

I'm now in the process of migrating to a new server. I've installed a
new exim4 on the new box, copied over /etc/exim4, exim4/aliases and the
entire mail dir structure under /var/mail. I also ran dpkg-reconfigure
exim4-config on both servers to check they were the same.

After adjusting the IP address and file ownerships it starts up and I
can relay mails that I sent by SMTP on a local terminal.

But when I send them to myself (i.e. to a configured user and domain)
the mails are getting accepted by exim4 without errors, but appended to
a file /var/mail/<username> and not put into the virtual maildirs as
configured.

One obvious difference is that the new exim4 is accepting mails to my
domain, but I can only send from localhost as currently the domain's MX
record points to the old server.

Apart from that, the old server is running Exim4 ver 4.84_2 #2 under
Debian 8 and the new one is running 4.92 #5 under Debian 10.

Also, the new install is logging "No server certificate defined; will
use a selfsigned one". I can't find a certificate for exim4 on the old
install though it doesn't give this error, so I wonder if this is a new
check.

So - apologies again for not looking further, beyond checking for
logged errors and searching in this mailing list. As I say, if you can
just give some pointers (e.g. how to increase logging verbosity) I'll
happily try them and report back.