This assumes you are running a recent version of MacOS (High Sierra 10.1213, Mojave 10.1314, Catalina 10.14+ 15 or higher). Mail will NOT WORK on versions lower than High Sierra 10.13.
If you have Mac Mail (aka Mail.app) connected to Exchange do the following:
...
REBOOT!!!! This is needed to clear some background processes used by Mail that do not get their settings updated until a reboot is done.