Mail rule to redirect iCloud message


I want to redirect all mail from a particular sender to my iCloud address to another address. A rule is easy to compose, using the action 'redirect'. So far, so good. However ...

When I receive a mail from the sender, the rule tries to act but fails, saying I can't redirect because I don't own the from address. This sort of thing works OK applied to one of my non-iCloud accounts. I'm guessing that Apple wants to prohibit relaying?

Is there a way around this?