You are not able to set forwarding on the Office 365 when the source server is Zimbra. the log shows the following:
Error:
Attempting to remove forwarding address mcgeorge@mcgeorge.onmicrosoft.com on source mailbox mcgeorge@mcgeorgeonline.com
Value cannot be null. Parameter name: zimbraApi(Value cannot be null. Parameter name: zimbraApi)
Above error is misleading. The actually process for setting forwarding over the Office 365 object.