Update 1/19/2021: We have updated and expanded the information contained here in a new blog post. Please go here to read it: All you need to know about automatic email forwarding in Exchange Online
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Updated Jan 19, 2021
Version 6.0
Blog Post
Need to add a #3 method in the first section that covers setting a forwarding rule from the Automatic Replies section of Outlook.
This is a separate mechanism from regular inbox rules and still remains a major blind spot for data exfiltration.
Background:
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
Thanks all!