Hi Ismaiel,
Currently, to set up Office 365 account on the Mac Mail, we support up to Mac OS 10.7.(Mac OS 10.6 and Mac OS 10.7 support Exchange connection. Mac OS 10.4 and Mac OS 10.5 only support POP/IMAP connection).
Here is an article for your reference:
Set up email in Mac OS X Mail
For Mac OS 10.10.2, there is no Microsoft article about the detailed steps to configure Office 365 account on Mac Mail. We have limited resource to trace the detailed configuration mechanism. It is hard to investigate why the Office 365 account cannot be configured while another Office 365 account might work on this Mac. Thanks for your understanding.
As the workaround, we can use some mail clients(such as Outlook for Mac) to manage your Office 365 email account on your Mac.
In addition, other community members are welcome to share their experience here.
Best regards,
Kid Yang