Hi Johanna,
Sorry to hear about the issues you are having.
After searching around on some of the Samsung and Android forums I found a few possible solutions:
1. check your password on Office 365, if the password uses symbols like @ or & change it to a simpler password and try to setup email
2. try syncing Exchange through the Calandar feature instead of the email. If you open the Calendar settings, down at the bottom is 'Calendar Sync.' chose Exchange, put in all the identical info that you have been putting in the email app
3. try connecting the phone to a wireless signal (hotspot or access point) instead of using the cell signal to see if it can connect that way
4. Turn on the "Background Data" before you add Exchange Active sync account to the phone
I hope that helps! If not, what is the error message you are getting?