Q0022 - Exim/exim GitHub Wiki
What does No transport set by system filter in a log line mean?
Your system filter contains a pipe
or save
or mail
command, but
you have not set the corresponding option which specifies which
transport is to be used. You need to set whichever of
system_filter_pipe_transport
, system_filter_file_transport
or
system_filter_reply_transport
is relevant.