Who would guess that some simple features in any email system including exchange on-prem can become a problem in Office 365, using the web UI.
Thanks to this blog article, I was able to find a solution to my requirement: have one email hello@domain1.com an hello@domain2.com, both managed by Office 365.
—> Create Shared Mailboxes with Same Alias at Different Domains in Office 365 | Cogmotive Reports Blog