I do not receive hide my email messages in Microsoft Outlook

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I am using Microsoft Outlook on macOS as my main email client and I have several accounts, including my personal @icloud.com account.
The problem is I do not receive emails which I receive in my hide my email account. If I loging to icloud.com I can see these messages, but not in Outlook.
Where to start investigating for the cause?

 

[BigBlur]

Go into Hide My Email settings, and make sure you have them forwarding to the right address.

 

[excelsior.ink]

This is enabled.