Gmail accounts involuntarily linked

First, you must isolate the problem. Try disabling forwarding completely and send an email to an address that doesn't work. Does the email get delivered to the catch all? Check the spam folder as well.

If the email was delivered: then it's a problem with the forwarding. Make sure that you are not forwarding to an address that the email originated from or was already part of the forwarding. Gmail is smart enough to not forward these messages as they will cause an infinite loop.

If the email wasn't delivered: please post an example of an email address that isn't being caught by the catch all address. Maybe you are using illegal characters or something. For example, make sure the plus is not used, as this will cause the email to go to the base address without the plus.

You can set up a filter so that no message is sent to the spam folder:

1. Settings → Filters → Create a new filter
2. From: *
3. Create filter with this search
4. check Never send it to Spam

From there, you can set up your email forwarding.