Master-Master-Slave replication (problem with slave with one of the master)

I currently have a Master_1 <----> Master_2 ----> Slave replication.

I am having this scenario and not sure what can be wrong on the Slave.

1) When updates are done on Master_2 then Master_1 is updated accordingly and SLAVE is also updated as it should be.

2) But the problem comes when the updates are done directly on Master_1. When Master_1 is directly updated, Master_2 is updated without any problem but the problem comes now that SLAVE is not being updated as needed.

Why is SLAVE only updated when Master_2 is updated and not when Master_1 is updated. Am I doing something wrong somewhere? Or it is like this the master-master-slave should work?

I am using Server version: 5.7.17-0ubuntu0.16.04.2-log - (Ubuntu) Protocol version: 10

Thanks for your help.