Why Is Hide My Email Not Forwarding All Emails?

Hide My Email doesn't seem to work anymore for some online purchases. Specifically ordering through Adidas.com and another independent website this week, I received an email confirmation that Hide My Email was associated with the corresponding websites. Also money came out of my bank account. I even received an email regarding delivery of one of the products. However no email receipt of my order was received. This is really problematic as I have no record of purchase or reference to follow up with my order. This has happened on other occasions too. For clarity, I have set up Hide My Email and been using it for a while now. I have a paid iCloud subscription too.

In the service description (What is Hide My Email? - Apple Support) I notice that Apple performs spam filtering before forwarding emails:

"Apple doesn't read or process any of the content in the email messages that pass through Hide My Email, except to perform standard spam filtering that's required to maintain our status as a trusted email provider"

Could it be that the Hide My Email spam filters are filtering out useful emails? Is it possible for me to remove the spam filters and let my own email provider work out what is spam and what goes to the junk folder? At least I can access any filtered emails via my Junk folder. Or can users access Hide My Email emails that have not been forwarded?

Until a resolution is found, I will stop using the service. Which is a shame, because it seems to solve a problem of my email address being acquired by unsolicited companies and can even potentially help me to identify exactly where my information was taken from.