To disallow certain local domains from relaying through your server, you will want to ssh into the server and create the file /etc/norelay. In that file, you may can put a list of domains that you do not wish to relay through. This should be one domain per line without any spaces. After that, log into WHM, click on the Exim Configuration Editor, and then select the advanced configuration button. In the first check box, put the following:
domainlist relay_domains = !lsearch;/etc/norelay : lsearch;/etc/localdomains : \ lsearch;/etc/secondarymx
Click on Save.