We will only receive the inbound messages in the Conversation tab using Highlevel's mobile app and web app.
Incoming SMS will not be forwarded to the forwarding number
You set up a Customer replied workflow trigger like this with the Custom Value {{message.body}}

Click on Automation > Workflows > Create workflow

Choose Start from scratch

Click on Create new workflow

Click on Add New Workflow Trigger

Click on Customer Replied

Click on Add filters

Select Reply channel

In the reply channel dropdown, choose SMS

Click on Save Trigger

Click on Add your first Action

Click on Send Internal Notification

Note: SMS notification will create charges for every sms sent

Click on Custom Values > MessageMessage Body

Click on Contact > First Name