I've deleted two previous replies to this thread; the first was a reply explaining how to resolve the problem on CPanel; the second a reply pointing out that the first reply was incorrect. I feel that deleting incorrect information will keep Googlers from wasting time finding incorrect information.
Here's what's going on and how to fix it...
First, to understand, here's how exim decides to route email:
The problem only occurs when exim attempts to deliver from the server, or relay through the server, to the domain in question...
Exim checks to see if the email is to be delivered locally or not: It checks the /etc/virtual/domains file. By default DirectAdmin presumes all email is delivered for every domain hosted on the server. To change that you must uncheck the checkbox on the MX records webpage in the control panel for the domain. But it's often not that simple because to get access to that page you must have DNS access turned on for the domain.
If email is turned on for the domain, then exim doesn't even check DNS for the domain; it just delivers the email locally.
If email is turned off for the domain, then exim will check MX records in DNS:
Then exim will attempt to deliver email to the servers pointed to by the public MX records for the domain, starting with the lowest-cost (highest priority) MX record, and trying servers pointed to by other MX records with higher costs (lower priorities) until it finds a server which will accept the email.
If exim finds that the lowest cost MX record points to itself, and the domain isn't listed in the /etc/virtual/domains file, it can't deliver the email, so it holds it in the queue until the freeze time expires, hoping you'll find and fix the problem so it doesn't need to return the email. That's the error you're getting.
So the first thing you need to do is decide which server you want the mail received on, and adjust the MX records and/or the /etc/virtual/domains file accordingly. If the email shouldn't be delivered to either server, but rather to a third email server, then both your servers should be set to not host email for the domain. If the email should be delivered to both servers, then both servers should be set to host email for the domain. If the emails should be delivered to one of the servers, then set the MX records and local delivery according.
While the file can be changed manually, and you may be tempted to do so, especially if you don't give the user access to DNS, making it harder for you to make the change through the control panel, you should resist the temptation if any user on your server has the ability to change the setting... because if by chance you're manually editing the file while any user is changing it through the control panel, you may corrupt the file.
Jeff