I'm having the same issue. Any help?
I have started a discussion on this topic located here which I believe can provide additional information on this,
I am working on this issue with another customer as well as it seems that there might be more URLs that need to be added in the instance that Office 365 is in use. But I believe that the information above should be able to assist.
If more of the bypasses are needed, you can find them here from Microsoft. I will see if I can get this information sent over to development to have them added as subscribed lists.