Use email tracking to determine if the emails are being sent. Also check your spam folder and rules to make sure you are not mishandling the emails by accident.
I used email tracking and looks like fine. I have GFI Mail Essentials and the monitor shows me that email was processed ok.
Both mailbox belong to the same domain. I moved the mailbox to other Exchange server and worked, but I don’t want to get the same issue in the future with other mailboxes.