For 1, I disabled the mail service on the DomainA.ca, so it should have been impossible to send any emails from that domain, but Wordpress does not seem to use the domain email to send emails. I've yet to learn how Wordpress really does this.
For 2 the Office 365 account is functioning normally and I send and receive emails without a problem.
For 3, on my web server it use plesk to manage the server. I enabled the default mail service which looks very basic and setup an email account on it called info@DomainA.ca. In plesk there is an option on the server level to forward the emails received by this account to another email address(es). I set it to automatically forward to an account on DomainB.ca and DomainC.ca. C (gmail) worked and B (office 365) did not work in receiving the automatic forward. This leads me to believe that Office 365 does not like the email service on DomainA, but Gmail does not mind it.
For 4, I am on the P1 plan. I tried adding the email address used in wordpress to the safe senders list, but that did not make a difference. The email does not go to junk either and does not bounce back as a refused email to the sender used in the contact form. It just vanishes, it is almost like the office 365 server rejected it at a more base level.