Agree with michev, no existing feature is supported to enable auto reply for a distribution group. As a workaround, we can create a new user mailbox to send the auto reply.
- Create a transport rule. When the sender is external, and To or Cc box contains the distribution group, Bcc the message to a user mailbox:
2) Login to the user mailbox for auto reply, and create an Inbox rule. When the message is sent to the distribution group, have server reply using a specific message:
3) After that, when the external sender sends message to this distribution group, he should get the auto-reply message like this:
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