Just to inform other people that might stumble across the problem where the Exim changes seem to have no effect. We found out that SeLLeRoNe was using an Exim build that didn't support SNI yet, a quick rebuild solved the problem.Yes, the exim config has been added to the custom variables file and ofc cb eximconf has run.
Do you have skype? If yes, add me: sellerone
So don't forget to rebuild Exim and its config when you've made the required changes (I've also added this information to the first post):
cd /usr/local/directadmin/custombuild ./build exim ./build exim_conf