Do you have classic Outlook desktop software on your computer? If yes, you can add the account to Outlook and after it syncs, close and reopen using the /cleanrules switch. This will insure that there are no corrupt hidden rules forwarding those messages.
This is a public forum, we don't have access to your account or the server to run a trace. You need to contact outlook.com support. Assuming you don't have classic outlook, I would ask them to delete all rules, including any hidden rules and do a trace.
In Outlook on the web. Click on Help tab > Help and type in some search terms. Then at the bottom, click Yes button for Still need help.
To reopen Outlook using the /cleanrules switch: Press Windows key + R to open the Run dialog. type or paste the following into the Open field and press Enter or click OK to restart Outlook. (There is a space before /)
outlook.exe /cleanrules