We've had this bug on and off for a bit now. What version are you running?

I’m running the latest build 7761 (1st April).

It’s a major issue, as this server is hosted in Azure where port 25 outbound is blocked - so delivery of this forwarded email simply fails.

I believe I might know whats happening here. When using automated forwarding I believe we SRS encode the from address so it ultimately comes from the original sender. We use the from/return-path/authentication information to determine which gateway to use, and so I think we might be losing that association during the forward. Can I have you submit a support ticket on this one so we can take a look for you please?