Mobile phones can't forward short messages.

This should be the security settings of your mobile phone or some related security software that limits this operation. You can try to turn off the security software temporarily, or check whether there are relevant security settings on your phone. If so, it can be modified. Please refer to the mobile phone instructions for specific operations. Another way is to change your mobile phone and put your SIM card in another mobile phone to see if it can be forwarded (SMS needs to be stored in the SIM card).