No error message is seen.
Per Microsoft, any email sent to the address used for undeliverable journal reports will not be journaled. They will not honor transport and mailbox rules settings. It is recommended that a dedicated mailbox be created for undeliverable journal reports.

The below warning can be seen when configuring a mailbox to receive NDRs.

It is expected behavior for the mailbox configured to receive NDRs to not be journaled, and hence those emails are not sent to Veritas Alta Archiving.