Issue
You are getting NDRs (Non-delivery reports) when sending Out of Office replies. However, because there is no return path, or the return path is not in the Accepted domains list, it then rejects any reports coming in.
Solution
1. Go to your Microsoft Exchange Admin Center
2. Click on the Mail flow option > select Rules.
3. Once you are on that page, select the CrosswareTransportRule > edit the Except if conditions to exclude Out of Office replies by selecting Or > The message properties > include the message type > select Automatic reply
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