Apple Mail reply arrow not working reliably
As far as I know, the issue is that Microsoft doesn't provide the Active Sync API to anything other than mobile devices. This is why using Exchange on Mac is a bit buggy.

I would recommend using Microsoft's own Outlook Web App (OWA) for your Exchange emails. Or installing the actual Outlook program for your computer. Those are what I use. :)

Those are probably your two best options if you need your email to be 100% reliable on your Mac.