Let’s say an user says he never receives emails from specific domain, but if you track the email in Exchange console it says it delivered to user’s mailbox. Where would mail go? You probably already checked with user to see the email is sitting in Junk E-mail folder. User says it wasn’t.
I would check the Outlook Junk E-mail settings on user’s machine. On Outlook click Tools –> Options –> Junk E-mail Options.
If the user set to “Permanently delete suspected junk e-mail instead of moving it to the Junk E-mail folder”, it speaks itself about what would be the solution. To make even more clear, I would tell user to disable the junk e-mail filtering by selecting “No Automatic Filtering. Mail from blocking senders is still moved to the Junk E-mail folder”. Have fun troubleshooting!!!.