I have and email address (firstname.lastname@example.org) via Office 365 from GoDaddy which works well and I have an alias setup (email@example.com) which also works well for incoming emails. I have two further alias (brian@ and dan@) but these two both receive the following message to someone sending an email to them:
Your message was rejected by the recipient's domain because the recipient's email address isn't listed in the domain's directory. It might be misspelled or it might not exist. Try to fix the problem by doing one or more of the following:
Send the message again - delete and retype the address before resending. If your email program automatically suggests an address to use, don't select it - type the complete email address.
Clear the recipient Auto-Complete List in your email program by following the steps in this article. Then resend the message. For Email Administrators Directory based edge blocking is enabled for the recipient's organization and the recipient wasn't found in their directory. If the sender is using the correct address but continues to experience the problem, contact the recipient's email admin and tell them about the problem. To fix this they should resynchronize their on-premises and cloud directories.
M5EUR03FT004.mail.protection.outlook.com gave this error: [dan@------.co.uk]: Recipient address rejected: Access denied [AM5EUR03FT004.eop-EUR03.prod.protection.outlook.com]