This assumes you are running a recent version of MacOS (High Sierra 10.13, Mojave 10.14, Catalina 10.15 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.
