How can I change the default listening port for Exim?
First and foremost, changing the port for Exim to something other than 25 will prevent email from sending and receiving without a smart host. This is how mail servers talk to each other. If you block port 25, your server (and your users) will not receive any mail.
To change the port that Exim starts on, navigate to Service Configuration > Exim Configuration Manager > Advanced Editor and look for "daemon_smtp_ports"