What does the error message error in forward file (filtering not enabled): missing or malformed local part mean?

If you are trying to use an Exim filter, you have forgotten to enable the facility, which is disabled by default. In the redirect router (in the Exim run time configuration file) you need to set

allow_filter = true

to allow a .forward file to be used as an Exim filter. If you are not trying to use an Exim filter, then you have put a malformed address in the .forward file.