RBL Failure: error open resolver https://www.spamhaus.org/returnc/pub/x.x.x.x

Symptoms

Email will be rejected by your server as junk mail with an open resolver error when using the zen.spamhaus.org RBL. Errors similar to the following can be seen in the Exim Main log.

JunkMail rejected - remote.mailserver.tld [203.0.113.2]:38564 is in an RBL: Error: open resolver; https://www.spamhaus.org/returnc/pub/203.0.113.2

Description 

Enabling the "RBL: zen.spamhaus.org" option in "Exim Configuration Manager" requires using a non-public DNS resolver. Public resolvers like Google or OpenDNS will not return correct results.

Workaround

Any public resolvers in /etc/resolv.conf will have to be removed and replaced with private resolvers.

Additional resources

Exim Configuration Manager

Are there public DNS resolvers I can use with Spamhaus?

What nameservers should I use in my resolv.conf file?