Checking Entra
Once you have configured your On-Prem Server, go to entra.microsoft.com to perform some checks
Go to Domain Names and add the Alias UPN as a new custom domain.
Make sure to check if the domain is verified before proceeding.
Go to the User tab and select the user you have created the alias for.
Go to Properties and edit the Other Emails section to add the alias email.
Some settings might take a few minutes to propagate