Hello @Colin Dobbs
Thank you for posting question to Microsoft Q&A Forum.
If GoDaddy is your domain provider, it's likely that you do not have access to Microsoft 365 Admin Center (https://admin.microsoft.com) as GoDaddy manages it. Could you confirm with me if you could not access to your M365 Admin Center as it always re-directs you to GoDaddy page?
Within Microsoft 365 Admin Center > Teams & group > Shared Mailbox there is an option to copy items sent as/sent on behalf of this mailbox which is not available in Exchange Admin Center:
However, if you could not access Microsoft 365 Admin Center, this setting could not be enabled. My suggestion would be using Exchange PowerShell to enable this option.
Connect-ExchangeOnline
// If you would like to enable this for "Sent as" emails
Set-Mailbox -Identity "the shared mailbox's address" -MessageCopyForSentAsEnabled $true
// If you would like to enable this for "Sent on behalf" emails
Set-Mailbox -Identity "the shared mailbox's address" -MessageCopyForSendOnBehalfEnabled $true
These commands above should enable that option via Microsoft 365 Admin Center without accessing it.
I hope this information is helpful. Please let me know if you have any further questions.
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