Hey superstar-
OK when a list sends out a posting/digest, and it only seems to reach local recipients, what do you have within /var/log/exim_mainlog .... that really should be the place where anything is recorded as far as an inability to reach an outside mailserver, as mailman and exim work hand in hand to get things processed and sent.
/usr/local/cpanel/3rdparty/mailman/logs, holds the python-related mailman logging but I really doubt that will help in this situation. There might actually be something missing from your exim.conf that provides for this functionality within mailman. Has that been changed recently?
Definitely start with the exim_mainlog though... anything helpful there?