How to Set Reply-To for a Single Email in Mac OS X Mail
Compose a new email in your Mail application
Click on View menu at the top, select "Reply-To Address Field"
A Reply To field will appear below To / Cc fields. Type your reply-to email address here. The reply to this particular email will be delivered to the email address you just typed.
How to Set Reply-To for All Email You Send Out in Mac OS X Mail
Run Terminal (Go to Utilities >> Terminal)
Type "defaults read com.apple.mail UserHeaders" (without quotes) and Enter
This is to check if any reply-to address is already configured. Most probably you will get an error: "The domain/default pair of (/Users/User/Library/Preferences/com.apple.mail.plist, UserHeaders) does not exist". This tells you that there is no reply-to address configured yet.
Type "defaults read com.apple.mail UserHeaders" (without quotes) and Enter to verify the repl-to address has been entered correctly. You should get a message similar to the screenshot showing the reply-to address you entered.
Send a test email to one of your other email addresses and try replying to the test email to ensure the changes are applied.
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