Forward a copy of email FROM external TO internal.

For a legal matter, I am attempting to copy, all e-mail arriving from a specific external e-mail address that is intended for an internal recipient.

Example:  'someone@OtherCompany' has sent an email to 'sue@MyCompany' and 3 other users in my organization.

How can I copy all emails sent from 'someone@OtherCompany' that was addressed to ANYONE @MyCompany,to another mailbox in my org (I.E.: audit@MyCompany)?

I have found references to using the 'set-mailbox' cmdlet with the -delivertomailboxandforward parameter, but this seems to apply to an internal sender to an external recipient.  I want the reverse.

I tried using EAC-->Mail Flow-->Rules, but the options listed when creating a new rule only allow forwarding--The intended recipient does not receive the message.

Is this even possible?

Thanks.