I am not a fan of installing anti-spam agents on Mailbox Servers.
I would consider disabling it.
https://learn.microsoft.com/en-us/exchange/antispam-and-antimalware/antispam-protection/antispam-on-mailbox-servers?view=exchserver-2019
Not having said that, is junk mail enabled for this shared mailbox? Maybe disable it and test.
Set-MailboxJunkEmailConfiguration "shared MBX -Enabled $false
Also make sure this is not enabled:
Get-RecipientFilterConfig