I solved this by installing the Office365 Outlook app for mobile. Then in Outlook for mobile...
- Navigate to the calendar tab
- Click profile pic at top left
- Click blue plus symbol at top left
- Choose to Add A Shared Calendar
- Search for name of person
- Click blue plus symbol
- It says Adding Calendar
- That person's calendar shows up in your list
Now go back to your Outlook on Mac. You may need to close it then open it again. You will now see that person's calendar in your list of Shared Calendars in Outlook on Mac.