"/" is different than "\" !
I have experienced the same annoying issue (triangle with question mark and dialog box with the server sync error) for few days on OS X Yosemite.
I solved the issue by going to Calendar -> Preferences... -> Server Setting (tab)
and changing
Internal Server: server.name.eu
Server Path: /EWS/Exchange.asmx
to
Internal Server: server.name.eu
Server Path: \EWS\Exchange.asmx
Once I type the server path with Windows style backslash "\", the information changed to
Internal Server: server.name.eu\EWS\Exchange.asmx
Server Path: /
and since then I do not get the server sync error anymore.
I did the same for the External server path. Hope this helps!