Hi NickMc,
Based on the description and error message, please refer to this article to check if it works.
http://help.outlook.com/en-us/140/dd164411.aspx
Moreover, in order to better research and troubleshoot the problem, please run a test in Remote Connectivity Analyzer: https://www.testexchangeconnectivity.com/
Choose Office 365->Outlook Autodiscover under Microsoft Office Outlook Connectivity Tests.
Have you run the Office 365 Desktop Setup? Please run/re-run the Desktop setup to see if anything improved.
Thanks,
Bourne Zhang