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Out-Of-Office notification for remote users show with a blank sender. The message headers may look similar to the following image and this is by design according to RFC 2298:

OOF message headers

Out-Of-Office notifications usually gets stuck in Smart Host or email security products. It is suggested to contact the vendor of the email security appliance to see if any configuration can be set to accept these Out-Of-Office  messages.

For additional information, refer to this Microsoft community blog.