Exchange, local mail via relay, how can I organize it?

Question

Microsoft Exchange

Prompt, there is a task to wrap mail through system of the analysis.
Those. so that exchange sends all mail to the analysis system, and then the analysis system either sends mail further if it is external, or returns it back to Exchange if it is local. There were no questions from the external, but something does not grow together with the local :(

Answer 1

so that exchange sends all mail to the analysis system, and then the analysis system either sends mail further if it is external, or returns it back to Exchange if it is local.

this is how Exchange Transport works. It is not very clear what and how you are going to analyze - perhaps there are other tools and ways to do what you want.
For such tasks, as a rule, some special transport agent is used that processes messages passing through the transport pipeline.
Local mail is, in fact, sending a message within one Mailbox server or between several Mailbox servers, depending on where the sender's and recipient's mail databases are located, within the same organization.
To understand the work:
Mail routing in Exchange Server
Mail flow and the transport pipeline

Answer 2

You set up a Transport rule to forward all messages to your relay, it puts some kind of mark in the message subject, and put an exception in the rule so that all messages with the subject labeled [approved by the authorities] are not forwarded. Probably something like that.