According to Microsoft's official documentation, if we want to keep to access to the mailbox of “remove user” , it is recommended to convert it to shared mailbox as you have done. You can refer to this URL: Step 4 - Forward a former employee's email to another employee or convert to a shared mailbox - Microsoft 365 admin | Microsoft Learn
But as you mentioned, you have a 3rd party provider to automatically enable archive mailbox for the new users, please understand that we didn’t know much about the 3rd party provider, we cannot provider any useful info about it. However based on my personal experience, you could try to change its work mode that automatically enable archive mailbox for the new users except shared mailbox.