Hi August,
To answer your questions:
(1) I just installed the Office 365 suite, so I assume they are the latest versions (looks like all components are v. 14.3.9)
(2) The issue seems to occur on all sharepoint online libraries
(3) I don't know if it occurs on SkyDrive - I don't use that service.
Wow - didn't realize Outlook for Mac can't open msg files. That's a major hinderance for me. Thanks.