Go to Settings -> SMTP and Mailgun Service

Forwarding Address:

You will receive the email replies not only in the Conversation view, but also in your personal email inbox.

When you reply to the leads' email in your inbox outside HL, your reply will not sync back to HL.

BCC Emails:

You will receive every email that goes out from that location.

Forward to assigned user:

The assigned user to the lead will receive the email replies in their user email.