Hi! You created a personal Microsoft account using a third-party email address. That means that if someone emails that address, the message will be delivered to the third-party mailbox, not to Outlook.com. A Microsoft account created this way is mainly an identity for sign-in, not automatically an Outlook.com inbox for that same address.
To keep access to your Microsoft account, you should sign in using your new alias and make sure your security info is up to date.