Can't setup iCloud mail rules to whitelist - Inbox is greyed out

A colleague sent me an email and said it was blocked. The message he received was "Message rejected due to local policy. Please visit..". I did some digging and the Apple Support solutions that were proposed were to setup a rule in iCloud mail settings to allow his email address. However, when I try to add a rule that allows his email, I can only send his email address to Junk type folders. The Inbox, VIP, and Drafts folders are greyed out (see images attached). There doesn't seem to be a way to whitelist an address. I've tried several other email addresses with the same result.

Help!