the issue is due to MX record lost some how after shared mailbox created.

e.g. my personal domain shin.li, MX record check

id 58774

opcode QUERY

rcode NOERROR

flags QR RD RA

;QUESTION

shin.li. IN MX

;ANSWER

shin.li. 21599 IN CNAME shinli.com.

shinli.com. 14399 IN MX 0 shinli-com.mail.protection.outlook.com.

;AUTHORITY

;ADDITIONAL

go to Microsoft domain page, https://admin.microsoft.com/AdminPortal/Home#/Domains

found out all records are missing.

re add all required record to DNS server, and it will fix the issue