We recommend making sure you disable Microsoft Defender safe links as this can conflict with Mimecast URL protection. For more information I recommend checking out our KB Article for inbound delivery routing, and taking a look under “Microsoft Defender” for more information: • https://communitymimecast.comislarticlelemail-security-cloud-gateway-inbound-delivery-routing-microsoft-365

We also recommend adding our Mimecast IPs to bypass spam checks. I recommend checking out this KB Article that goes over Configuring Microsoft 365 to accept inbound email from us, by setting the EP addresses displayed in the application as a trusted source: • https://community.mimecast.comislarticlelemail-security-cloud-gateway-connect-aRplication-preparing-for-inbound-email