Mail loop between spam filter and 365

Hi all,

I was wondering if anyone had seen this before.  We have our own spam filter cluster that emails go through before being sent on to 365.  When emailing from our company domain (365 hosted) to another 365 hosted customer domain we receive an NDR from our spam filter stating that:

Remote Server returned '554 5.4.0 Error: too many hops'

These are two completely separate 365 tenancies, both have the same mail flow of going out of 365, to our spam filter back to 365.  My customer emails don't get this too many hops error but I do when emailing them?

Looking at the header analysis I can see the Outlook host sending the message straight back to our spam filter cluster, step 8 - 9, which the spam filter tries to send it back to 365 again, getting stuck in a loop until the too many hops count has been reached.  

Completely stumped and Microsoft support has thus far not helped.

Kind regards,

Tim Earl