Hello pigsinblankets, I've replied to this request as well in beginning of this month.
I can currently confirm this is now working for us on shared mailboxes.
The issue for us was that we were not able to add the senders as 'Safe senders':
Whatever we did, this kept coming up. I added the sender as a Contact and even then it didn't work, not through clicking these buttons, marking them as Trusted through Settings (Outlook online).
My colleagues from infrastructure have been in touch with Microsoft and had a week or 2 of back and forth, but Microsoft 'has flipped a switch' and it is resolved.
I have no further info on what that switch is, where it is, and which direction it was flipped.
I do hope this helps you in your search for a resolution.