Hi @Marc ,
Any idea where I can find the blocked sender (the Junk mail is empty) ?
And, why after blocked the sender is not blocked.
Noticed from the discussion above that the Junk mail settings you checked are of the receiver's mailbox, while the "Block sender" button was clicked by an admin.
According to the description in the following document, "Block Sender" will add the sender to the Blocked Senders list in your mailbox. In other words, in your scenario, you would need to check the Junk Emal setting of the admin account's mailbox instead, because the sender was not blocked by the receiver. And as a result, mails from this sender can still reach the receiver.
Manage quarantined messages and files as an admin in EOP 
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