Last year our organization migrated from an on-prem email solution to Microsoft Office 365 cloud-based email. When using the Outlook thick client and O365, Microsoft states caching mode is required as there is too much latency between us and the cloud to provide a responsive thick client experience in online mode. Enabling of caching mode presents a problem for RDS because a .OST file is generated in each user's local profile so this file would be generated for each use profile on each server that a user would access. This is not a viable approach due to drive space, performance reasons, and the requirement for the end users to "recreate" their Outlook profiles every time they log into a different server or after profiles are purged for maintenance purposes. I have heard of some organizations hosting the .OST file on a network share with mixed results.
Short of going to a fully persistent VDI solution, I would be interested to hear if anybody else has been able to come up with a reasonable solution to make the Outlook thick client work on RDS with caching mode and a cloud hosted Exchange provider. We have been running OWA ever since our migration to O365, but our customer would like to know if there is a way for us to get full Outlook running on our RDS environment. Brian Madden had posted a similar topic on his blog a few years ago, but I did not really see a solid solution there either: http://www.brianmadden.com/opinion/Cloud-hosted-Exchange-with-RDSH-VDI-Outlook-is-a-performance-nightmare-Are-there-any-solutions
TIA
Josh