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 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
Enabling the "RBL: zen.spamhaus.org" option in "Exim Configuration Manager" requires the use of a non-public DNS resolver. Public resolvers like Google or OpenDNS will not return correct results.
Any public resolvers in /etc/resolv.conf will have to be removed and replaced with private resolvers.
Are there public DNS resolvers I can use with Spamhaus?