Search all mails in all mailboxes from and to a specific domain

Hi all,

I have a user asking is it possible to search and have copies of all incoming and outcoming mails from ALL mailboxes to a specific domain? I'm aware that we can only see the status of mail delivery in Exchange Admin Center's Mail Trace. Also, I read that we can use the content search in Microsoft Compliance? I'm still new to this and seek any MS Compliance super contributor to help me.

Hope can get help! 

Thanks in advance.