Do you ensure Zendesk is not marked as spam?

If you are using Exchange, you can do this by doing the following:

1. Go to your Exchange Admin Center
2. Mail Flow | + icon | Bypass spam filtering:

Figure: Bypass spam filtering setting in Exchange

1. On the new window that opens, type a good name for the rule | Apply this rule if... | domain is | type your Zendesk domain (in our case, ssw.zendesk.com):

Figure: Adding domain to bypass list

1. The rest should already be correctly configured, hit Save

Done! You now allow any Zendesk emails through your server correctly. No more missing important tickets!"