If relay server rejects messages transferred by their policy, NDR is not created when messages are transferred by Mail Rule "send copy to".
Because "DeliveryReport" field is set to "N" in forwarded message by rule.
Nothing has been reported to original sender if the message fails to transfer, which results in message lost.
Please consider to add a feature to enable NDR even if the message is forwarded by rule.
It is reported as SPR IISA7ZGFVL.