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I'm trying to record Message delivery/failure information in O365. I have over 250K mailboxes and the message I'm trying to trace is a global email sent to a root DL with lots of nested DLs.
I'm trying the below piece.

$Root = "https://reports.office365.com/ecp/reportingwebservice/reporting.svc/" 
$Format = "`$format=JSON"
$WebService = "MessageTrace"
$Select = "`$select=RecipientAddress,Status"
$Filter = "`$filter=MessageId eq 'xxxxxxxxxxxxxxxxxxx@xxxx.xxx.xxxx.OUTLOOK.COM' and Status eq 'Failed'"

# Build report URL
$url = ($Root + $WebService + "/?" + $Select + "&" + $Filter + "&" + $Format)
$sens = $null

DO
 select -Last 1 -ExpandProperty RecipientAddressWhile ($sens.d.__next -ne $null) 

For sample message trace in my test domain, I should have:
19 Delivered events,
14 Expanded events and
5001 Failed events. The hit the problem with PageSize as the default limit is 2000. Filter with Delivered & Expanded gives me accurate results as it’s completed on first iteration.

But Failed events, as it has to break into 3 pages, not fetching the data correctly.

If my understanding is correct, I should see 2 iterations with 2000 entries each and with __next containing $skiptoken=1999 and 3999 respectively & last iteration with 1001 entries without __next.
But I keep getting __next even after the 3rd iteration and the $skiptoken keeps increasing over 10000s.
It seems to be looping with the same results.

2000
sens2500@contoso.local
2000
sens939@contoso.local
2000
sens1183@contoso.local
2000
sens214@contoso.local
2000
sens1183@contoso.local
2000
sens1423@contoso.local 

I could see the results entries are not unique between 1st, 2nd and 3rd iterations either. It seems like it just pulls a random 2000 entries on each attempt.
I’m trying to do a [IN] with $OrderBy=RecipientAddress to see if that makes any difference… but not able to achieve it successfully.

Any help on this?