There is a 6th way to set up automatic forwarding which is currently well hidden and cannot be interrogated via the Exchange Admin Center or PowerShell,
In the Outlook client, go to File / Automatic Replies (Out of Office) / Rules... / Add Rule... / Forward / To
This is actually a security hole as I believe if a hacker sets up forwarding here, it does not trigger the normal 'mail forwarding' alerts'.
Please could you mention this in the first few bullet points and document whether it is blocked by the above methods (Remote Domain / Transport Rule / Outbound spam filter policy)?
There is also an outstanding UserVoice request to allow administrators to audit this setting via Exchange Admin Center and PowerShell. At present this seems to be a security blind spot in Office 365 as an administrator cannot check the status of this setting.
Any attention that can be drawn to this outstanding issue would be appreciated.
https://social.technet.microsoft.com/Forums/msonline/en-US/642d571f-2f1a-4fc4-bb84-5dd86df7dee6/outlook-automatic-replies-forwarding-rule-where-does-it-live-and-how-do-i-find-it-with-powershell?forum=onlineservicesexchange
https://github.com/MicrosoftDocs/office-docs-powershell/issues/1708
https://office365.uservoice.com/forums/273493-office-365-admin/suggestions/35353714-use-powershell-to-manage-out-of-office-rules-for-e