Do you use POP3 or IMAP or Exchange? Can you post here the screenshot of your configuration (without passwords)?
Do you have any other email accounts set up or just one?
Is your WHD running on Linux or Windows?
We have used office 365 ourselves. I had to make sure to use outlook.office365.com as the server, and depending on the mailbox, you had to use a different UPN. We were using a shared mailbox so we had to use firstname.lastname@example.org in order to pass through.
Im trying to setup incoming mail on office 365 with a shared mailbox as well. Having issues getting it into the shared mailbox and not the mailbox the user who has access to the shared mailbox.