If you see the "Relay access denied" or "Relay access denied (in reply to RCPT TO command)" error message after you have set up an email forwarder, then it just means that the email forwarder has not yet been set up.
Ensure that the newly created email forwarder's status is set to "Active" and that your MX record points to your IP address correctly.
If you need any help, please contact our support.