Hi Geezer32,
Thank you for posting your question in the Microsoft Q&A forum.
There are some configurations could affect external OOF. Please use the following command to check if remote domain blocks OOF replies:
Get-RemoteDomain | ft -AutoSize Name, DomainName, AutoReplyEnabled, AllowedOOFType
Please confirm that AutoReplyEnabled is set to True. For your reference:
Remote domain blocks OOF replies
Also, you can create a message trace, and check if the external OOF message is blocked with any error description during email processing:
EAC > Mail flow > Message trace > Start a trace
Message trace in the new EAC in Exchange Online | Microsoft Learn
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