Hi Fe,
Thanks for your updates.
I’ve noticed that you’ve set multiple MX records and two of them are set in the same priority(which is 0), I think this is why the mails were sent to both Office 365 mailbox and Godaddy mail server.
To solve the issue, if you want to use Office 365 mailbox as your receive/send server, please login in your domain control panel in Godaddy, find the MX records that not pointed to Office 365(without outlook.com in the value) and change the priority of the records to another number instead of “0”(like 10 or 20), then save the change. After that, all the mails send to your mail address will first look up to Office 365 mailbox and will be delivered to Office 365 directly.
For more details, please refer to: Adding or Editing MX Records in Godaddy.
Please feel free to post your updates here at your convenient time.