Sending mail to local aliases like root doesn't work on Plesk 8.6 as root gets expanded to root@$HOSTNAME and $HOSTNAME is not in /var/qmail/control/locals, so qmail rejects the message. If I add the hostname to /var/qmail/control/locals manually the aliases start to work.
I believe this is a bug in Plesk.
I believe this is a bug in Plesk.