I'm having trouble setting up Exchange on an Apple Mail account that's operating under Mac OS X 10.11.6 El Capitan. I can receive emails, but I can't send any. When I try a Cannot Send Message pops up, along with a list of servers, but Exchange is nowhere to be found.
From what you've described, it sounds like maybe your client isn't set up correctly. If you can give more details like what product your connecting to (actual Exchange server or Office 365) and some screen shots of your settings, that should help others get a better idea of what's happening.
@idealynx There are quite a few setting involved in setting this up. Please take a look at this article from Apple. It may help you move forward. If not, additional screenshots of all your settings may help.