It sounds like you changed the primary address twice - they do limit the # of times you can change it. You can still log in with either address on the account - but as long as the outlook.com alias is set as default, you won't have the outlook_ugly address. You will need to remove the account from Outlook.
For the 3 dialogs, according to Microsoft, you need to set excludelastknowngood reg key and then create new profile. Eliminating the outlook_ugly and removing that account from the profile, then setting up the account with the alias should fix it without setting the key.
One user who had a lot of accounts avoided creating a new profile by repairing the imap and pop accounts (in File > Account Settings, select the account then click Repair) and removing then adding the outlook.com and office 365 accounts back.
HKEY_CURRENT_USER\Software\Microsoft\Office\16.0\Outlook\Autodiscover
DWORD: ExcludeLastKnownGoodUrl
Value: 1
If the key does not exist, you need to add it. https://support.microsoft.com/kb/3073002 has info on setting the key.