We have same problem on one of our customers server (russian koi8r locale, Centos 3.1 operational system, last DA version).
Really only outlook owner have a problem. All date in message headers is correct, but one of header line ("Received..." send in local system code page (in our case - koi8r locale settings). Correcting /etc/localtime not help us.
Reading exim documention give me idea. You should include to exim.conf (find line "message_body_visible = 3000" and add part showed below right after thiis line):
received_header_text = "CorrectReceivingDate: \
${if def:sender_helo_name {(helo=${sender_helo_name})\n\t}}\
by ${primary_hostname} \
${if def:received_protocol {with ${received_protocol}}} \
id ${message_id}"
I think this may help to all people which have a problem with non US locale. This is only temporary solution, because it is not use right way, but it is give a good result. I will try find correct way when i have enough time for this.