Forward to External in Exchange Online

Hi All,

Im trying to setup to Allow External forwarding for a couple of mailadresses. In the Anti Spam policy I've set the Policy "Automatic forwarding" to "On - Forwarding is enabled". And left the rest to default. The policy is activated and has the highest priority.

While testing I'm getting an NDR. I got it working once (With an NDR) but after that a couple of fails with the same NDR.

NDR still says external forwarding is not allowed. Is there another place I need to change some settings?