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Updated Dec 08, 2023
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I've tried the proposed suggestion, but it didn't bring any change. I took a bit more time to investigate what happens and I might have found something.
As I was saying, this happens if Mail Flow rules are used. In our setup, the email is sent to an SMTP Smart Host through the outbound connector and then sent back to Exchange via the inbound connector. I've jumped in inside the smart host and inspected all the possible headers that could cause the email to be detected as a forwarded one.
I'm 99% percent sure it is because of the X-MS-Exchange-Inbox-Rules-Loop header, because removing it before sending the mail back to the inbound connector, the mail was not blocked anymore. I'm not aware of how Exchange detects an email as being forward type, but it seems to also be related to this header. However, I don't think removing the header is a solution, especially after reading this post.
Arindam_Thokder Could you guide me to the right place to create the support ticket? I guess I'm not the only one currently a bit lost with the right channels of communication and the Office 365 support platform doesn't seem to be the proper place.