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
Excellent article, another example how well Exchange Server RBAC implementation is, allowing such a granular control to the actions.
Also the client side interface, supporting it on the fly.
This one specifically is important as transport rules and remote domains can't block, it appears.
Set-Mailbox DeliverToMailboxAndForward,ForwardingAddress,ForwardingSmtpAddress