Its all in here for those using exim4 http://www.exim.org/exim-html-current/doc/html/spec_html/ch-the_default_configuration_file.html
I went into /etc/exim4 and ran this command to find where the deny message is
stored, which lead me to the regex variable CHECK_RCPT_LOCAL_LOCALPARTS. So I
searched for it, updated the values and restarted exim:
grep -r CHECK_RCPT_LOCAL_LOCALPARTS *
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