External Email Exim problem

I don’t use the server email. To many headaches. All MX records to point either Google apps Gmail (ASPMX.L.GOOGLE.COM.) or to email hosted by Wild West Domains, which is the reseller division of Godady. I’m a reseller for Wild West domains. The email for Wild West Domains works a lot like Godady (MX entry looks like this smtp.secureserver.net.) I would squarely point my finger at the Wild West Domains email system but it going on with Gmail too.

Mail that the server generates, contact form info, new user sign up, shopping cart emails or server logs or notices generated by WHM are being sent to black hole. I get this error: steven@vashonpages.com R=virtual_aliases: No Such User Here

The server cannot send mail to:
steven@vashonpages.com -wwd email
steve@vashonradio.com -wwd email
sallen@vashonmaury.com -google email

As an example if I remove VashonPages.com from the server I start to get my notices from the server about account creation, and other server notices. As soon as I add it back to the server emails stop. If I remove Vashonradio.com the server will send email to that address but stop once the account is recreated.

Vashonradio.com and Vashonradio.org both do this along with Vashon Pages and the other domains and they (Vashonradio.com and vashonradio.org) are resolving to the server. So I don't think it’s just a matter of the name resolving or not resolving to this server.

The problem crops up the minute I create the account on the server. My other server at Wild West Domains does the same thing. Is this a WHM/Cpanel issue or Exim?

What is changing when a domain that the server sends mail to, is added to or hosted on the server? What changes from when the server does not have VashonPages.com on it (there is no account) and it sends email to steven@vashonpages.com Versus when it does have the account VashonPages.com and the email for Steven@vashonpages gets sent to the black hole? And I no longer get it? Is there a fix to force Exim to rout the messages to SMTP no mater what.

I would like this figured out fully before this server is put into service.
Any thoughts?

Thanks Steven