When a message in the queue got to 12h old, Exim wrote retry timeout exceeded and removed all messages in the queue to this host - even recent messages. How I can avoid this behaviour? I only want to remove messages that have exceeded the maximum retry time.

Exim's retrying is host-based rather than message-based. The philosophy is that if a host has been down for a very long time, there is no point in keeping messages hanging around. However, you might like to check out delay_after_cutoff in the smtp transport. It doesn't do what you want, but it might help.

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