This helped me:
https://learn.microsoft.com/en-us/outlook/troubleshoot/authentication/outlook-prompt-password-modern-authentication-enabled
Outlook Client:
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\SOFTWARE\Microsoft\Exchange]
"AlwaysUseMSOAuthForAutoDiscover"=dword:00000001
This should allow an on-premises Outlook Client/mailbox to access an Shared EOL mailbox.
This will trigger a modern Authentication logon.
I tried to open other mailbox folder like inbox but that access to a specific folder did not work. Guess you have to add the whole shared mailbox in your Outlook profile.
It could be possible that this triggers the correct authentication and if you remove the full mailbox again this wil keep working and can access a folder instead of the whole mailbox.