I had to look out my guide so that I can provide a valid response
Eximt is storing the info on a text file (.dat) and it is not doing anything but collect the DMARC data, the script read that file and store those info in MySQL and it is used to send out emails for DMARC.
So technically speaking, that script can use a local or an external server, it can run once every week (but I guess historycal data will be more) and is not continuosly writing in MySQL but once every hour (if you use my crontab).
I don't really see this high-load involved on a script running once every hour (or more often if you think it's required because of your incoming mail queue).
Exim will not fail if MySQL is down, exim will store on a text file the log, what is done with it it's up to a separate script.
Here the part of config for that:
echo "dmarc_history_file=/var/spool/exim/opendmarc.dat" >> /etc/exim.easy_spam_fighter/variables.dmarc.conf
Having the same MySQL server/db for multiple exim instance it is just a very nice plus in my opinion, because at some point you might want to have a ui to check those data and reports and having a centralized area rather than go on each and every server, might be quite better.
Hope this clarify
Best regards