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External Email Forward Not Working in Specific Scenario

Using Exchange 2007
I've setup one user (domain admin) to have his email forwarded to his external gmail account (Mail Contact - > User Delivery Options) via Exchange Management Console.
It does work. If a internal user sends an email to the domain admins company mailbox, it does forward to his external gmail. Same results when someone from outside the company sends an email to his company account -> gets forwarded to his external gmail account. So the most important thing is that it works in both those scenarios. What's not working was discovered when we were testing the initial change. He, from his gmail account, sent a test email to his company email account and he did not get the forwarded email back on his gmail account. We spent quite some time thinking the external forward was not working but in actuality it was working, just not in the specific test scenario. I can't figure out why the forward is not working when he sends a test email from his own gmail account.
I've tried tests from a different gmail account and it does work. When he sends the test email from his gmail account it arrives in the system and does go to his company mailbox.  Any ideas?
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David Johnson, CD
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probably to stop a looping condition it doesn't send back to the to: address if it is the same as the from: address
I know this is simple and has probably been checked but... I don't suppose his filter settings in his gMail is different? Did he check junk emails, just in case?
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ozgc

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David Johnson - I thought something similar to this but I haven't been able to find any documentation on that and I need to know for sure if that is whats going on. Im other email platforms i know its possible, i would think Exchange would allow this as well.

DanielT - We've checked the gmail junk and do not see the emails.
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Update - I used the Message Tracking Toolbox Tool to determine that the forwarding is actually occurring in all scenarios. I sent a email from the troubled gmail account and also a different gmail account (with results listed above) and both show the same exact events in the Message Tracking Toolbox Tool. There is a SMTP event that shows the emails are leaving the Exchange Server and are sent to the Smarthost SMTP server we have configured. Thats the point where the logs stop and therefore I need to move my troubleshooting mind to Gmail or maybe, but not likely, the Smarthost.
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ozgc

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Previous comments did not help in solving the issue. Used my own troubleshooting to resolve this issue.
Had mentioned gmail filtering with this general intent/direction for checking gmail setup options further but realize it was too gerneral! Glad you found it and posted. That's the main thing!