Hello @ Pierre Auger,
Happy to hear that the issue has been resolved, thanks for sharing so others with the same issue can easily reference your experience! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others", I'll repost your solution in case you'd like to "Accept" the answer:)
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[how to connect on prem exchange account to outlook 2016 or 2021]
Problem symptoms:
A user can’t connect to the exchange on prem 2019 with outlook 2021 or 2016 and get different error message.
Current status:
The problem disappears automatically after multiple tries.