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When configured to send all mail through a smarthost, exim4 on Debian will not respect your /etc/aliases file, nor will it care about your users’ ~/.forward files. This is due to the numbering, and consequently the sorting, of the files in /etc/exim4/conf.d/router/.

If you look at 200_exim4-config_primary, you’ll see it handles smarthost routing in smarthost and satellite mode, and that it ends with “no_more”. This means any routes following it will only apply to the local_domains list. Thus, 400_exim4-config_system_aliases and 600_exim4-config_userforward will not be processed for outgoing mail. Not what I want.

To get around this without moving the default files around, I concatenated both the mentioned files into a file called 175_cathedral-config_system_aliases and modified it to apply to the qualify domain. You can name it whatever you want, as long as it starts with a number in between 150 and 200.

Make sure you’ve got your config (dpkg-reconfigure exim4-config) set to “Split configuration into small files”, add your custom file, then run update-exim4.conf and restart exim4.

This is the resulting file, if you just want to copy and paste it:

.ifdef DCconfig_smarthost DCconfig_satellite

cathedral_aliases:
  debug_print = "R: cathedral_aliases for $local_part@$domain"
  driver = redirect
  domains = $qualify_domain
  allow_fail
  allow_defer
  data = ${lookup{$local_part}lsearch{/etc/aliases}}
  .ifdef SYSTEM_ALIASES_USER
  user = SYSTEM_ALIASES_USER
  .endif
  .ifdef SYSTEM_ALIASES_GROUP
  group = SYSTEM_ALIASES_GROUP
  .endif
  .ifdef SYSTEM_ALIASES_FILE_TRANSPORT
  file_transport = SYSTEM_ALIASES_FILE_TRANSPORT
  .endif
  .ifdef SYSTEM_ALIASES_PIPE_TRANSPORT
  pipe_transport = SYSTEM_ALIASES_PIPE_TRANSPORT
  .endif
  .ifdef SYSTEM_ALIASES_DIRECTORY_TRANSPORT
  directory_transport = SYSTEM_ALIASES_DIRECTORY_TRANSPORT
  .endif

cathedral_userforward:
  debug_print = "R: cathedral_userforward for $local_part@$domain"
  driver = redirect
  domains = $qualify_domain
  check_local_user
  file = $home/.forward
  require_files = $local_part:$home/.forward
  no_verify
  no_expn
  check_ancestor
  allow_filter
  forbid_smtp_code = true
  directory_transport = address_directory
  file_transport = address_file
  pipe_transport = address_pipe
  reply_transport = address_reply
  skip_syntax_errors
  syntax_errors_to = real-$local_part@$domain
  syntax_errors_text = \
    This is an automatically generated message. An error has\n\
    been found in your .forward file. Details of the error are\n\
    reported below. While this error persists, you will receive\n\
    a copy of this message for every message that is addressed\n\
    to you. If your .forward file is a filter file, or if it is\n\
    a non-filter file containing no valid forwarding addresses,\n\
    a copy of each incoming message will be put in your normal\n\
    mailbox. If a non-filter file contains at least one valid\n\
    forwarding address, forwarding to the valid addresses will\n\
    happen, and those will be the only deliveries that occur.

.endif

EDIT:
I thought I’d mention that the “exim -bt” command, or “exim -d -bt” for more details, is great for testing this kind of thing without actually sending emails.
Run exim -d -bt foo@bar.com and see what happens.

EDIT2 (2021-09-18):
Note that on Bullseye and above, the “require_files =” directive uses $local_part_data in place of $local_part, as seen in 600_exim4-config_userforward.