In this scenario :
You can better convert the User Mailbox to Shared Mailbox (Doesn't consume License) & give yourself FullAccess to the mailbox. Doing this, You can achieve both, Setting AutoReply & Forward it to another account.
- Connect to Exchange Online using remote PowerShell
- Run the Command : Set-mailbox LeftUser@domain.com –type shared
You can also Convert in ECP : Login to, ECP
Select Mailbox & Click on Convert to Shared Mailbox