Your server sends out a lot of email to user root. For example, CSF (ConfigServer Security & Firewall) sends out most security notifications to root.
So, this is how we specify what email address root emails go to:
Scroll to the bottom, and add or replace existing:
Save and exit, then reload the aliases:
Another option is to create a ~/.forward file and put your email address in it.
Example: Say I'm logged in as root.
This will create (or edit an exising) file:
Next we add the email address we want root emails forwarded to:
Now restart exim.
service exim restart
And that should do it.
BTW, you may want to think about what email address you'll use for this, as you'll likely start receiving a ton of emails.