The only thing that had me puzzled was why I would need 3 email accounts instead of two, but I didn't think that once the mail would get forwarded it would be erased from the original account.

If the mail server is [setup] sane (can't speak for Cox tho'), it should work nicely to have both the original address and one extra in the .forward file thus only needing one extra account. The server will remember that the message was forwarded and not apply the .forward file the second time. Works just fine at my university account...

/Michael