Can I configure Exim so that my gateway host sends a copy of each incoming message to each of two internal hosts?

The easiest way to do this is to make use of the unseen router option, and set up two separate routers. You need to be able to identify incoming messages somehow. Typically this can be done by testing the domain of the recipient address, in which case the configuration should contain something like this:

r1:
  driver = manualroute
  domains = ! *.your.domain.example
  route_data = host1.your.domain.example
  transport = remote_smtp
  unseen

r2:
  driver = manualroute
  domains = ! *.your.domain.example
  route_data = host2.your.domain.example
  transport = remote_smtp

The unseen setting on r1 means that after it has accepted an address, the address is also passed on to r2, and so two deliveries occur.