I can sync mail and contacts through iCloud on my native OSX email client and on the calendar, however, the Outlook for Mac that I installed only syncs emails, not contacts, and no calendar. I tried creating a calendar on the desktop app and it wouldn't sync to my iPhone (I use the Outlook app on my iPhone). So I tried creating a calendar on my IPhone outlook app and it had no problems syncing with Gmail and orher mail clients. I haven't figured out how to use the OWA calendar yet, but I did create an email and sync it on both the Outlook iPhone app and the desktop program and Thad the same issue, the desktop app won't sync to anything.
I don't know if this is related, but I'm not able to do anything with the calendar permissions, the button is grayed out. I also also can't share the calendar as that is grayed out as well. I had the same 3 email accounts on both desktop and phone and only emails sync between the two.
I hope this helps, thank you!