Undelivered email used to be routed to the undelivr folder. We then could make corrections and move it into the spool folder.
CF 9 is different. It sends the email to every server in the list and then records the last server as successfully sent. The undelivered email then disappears.
I found that if I added a bogus mail server address, to the end of the additional mail servers list in Backup Mail Servers, the undeliverable email is moved into the undelivered folder.