There is a bug in Exim's processing of the queryprogram router.  In a
nutshell, it ignores any transport specified in the output of the program
being queried, and just uses the transport hardwired in the router
configuration (if any).

The fix is as follows:

--- exim-3.13/src/routers/queryprogram-old.c	Thu Jul  6 14:31:50 2000
+++ exim-3.13/src/routers/queryprogram.c	Thu Jul  6 14:35:44 2000
@@ -321,7 +321,7 @@
 /* Second field was empty or "+"; get the transport for this router, if
 any. It might be expanded, or it might be unset (which is not an error).
*/
 
-if (!route_get_transport(rblock->transport, rblock->expand_transport,
+else if (!route_get_transport(rblock->transport, rblock->expand_transport,
       addr, &transport, rblock->name, NULL))
   return ERROR;
 
The Exim maintainer has been informed, who says the fix will be included in
the next release (presumably 3.16?)