Forwarded eBay or PayPal messages don't arrive

Please note that Gmail now enforces DKIM signatures for eBay (ebay.com) and PayPal (paypal.com) messages, in accordance with their requests.

If you're automatically forwarding your mail from another account (e.g., an alumni or school account) and your other account's mail server breaks the DKIM signature, then the message will be rejected or put into the spam folder. To check, review the message headers on a forwarded message from eBay (or Paypal or Google) incorrectly put in the spam folder. If the Authentication Results header says that DKIM failed, then your other account’s mail server broke DKIM. Since DKIM does support forwarding, you may be able to correct the problem by asking the administrator to adjust the way your other server forwards mail. Please direct your mail server administrator to this page. Otherwise, we suggest using your Gmail account as the direct contact for eBay, Paypal, and Google.

For more information, please refer to this post in the Official Gmail Blog.