Sending, receiving, and organizing email in Outlook.com
Hi. I'm Brian and I'll try to help.
This is a common problem with Outlook.com. For some reason, those messages look like junk on the server side and they never reach your mailbox. What I recommend is using the Help feature in Outlook.com to open a chat with Microsoft where you can explain what is happening. SOmeone may ask you to check your junk settings, but if I were doing this, I'd explain that I'd already done this and give a summary just like you gave here.
You can use Help as shown in the illustration below: