It might not have anything to do with your setup, it’s possible that the domain email signing is incorrect for forms.bank.org MX records. You can use this tool: DKIM Check- DomainKeys Identified Mail (DKIM) Record Lookup - MxToolBox to check for your domain’s DKIM and DMARC DNS records. If they don’t have DMARC records for forms.bank.org that might be an issue.
That it works in Gmail and not in iCloud might point to differing levels of spam protection in each service.