When fetchmail is instructed to keep, it won't delete mail from the
remote box, so it is safe. Although, your remote box might fill up quite
quickly...
In general, a misconfigured MTA will potentially lose you mail. If I may
ask, why does exim pass the mail onto courier imap? To test your MTA,
try mailing locally and watch for successfuly delivery and bounces,
followed by a remote test, and mailing out.
At the moment I've been losing mail mostly due to procmail (or, my
misconfiguration of procmail).