About question 1:
Yes, this is an expected behavior when Exchange online mailbox and Exchange on-premises mailbox use the same domain name. So, Exchange on-premises mailbox will find this mailbox on Exchange on-premises, then report cannot find this mailbox.
You can also use Enable-RemoteMailbox command to enable remote mailbox for those AD account, in this way, those Office 365 mailboxes will show in Exchange on-premises and could be find by Exchange on-premises mailbox.
About question 2:
You could use Disable-Mailbox command to disable user mailbox, in this way mailbox will disconnect from AD account. Related AD account will still exist in ADUC.
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