Finding out what server Outlook connects to.....

You can't, and there's no real reason to know which server when it's connecting to in Office 365. This is because Autodiscover automatically assigns the server to Outlook in a way that makes sure it gets to the correct server.

A mailbox in O365 can be physically located on any of thousands of servers around the country/region you live in. Your mailbox may be on server1.whatever.com one minute, and then activated on a separate server the next minute, so assigning a specific server for Outlook to talk to will cause many problems in O365 and isn't supported by MS.

I am not concerned which O365 server it is connecting to. I am concerned if it is connecting to O365 and not the local Exchange Server. I can see the server in Outlook 2013 and can very easily tell if it is the local Exchange Server or a O365 server. Need to be able to do that in Outlook 2016.

Thanks Amit but both 2013 and 2016 look the same. See attached screenshot.
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You're not holding down the Control key. You have to do that for the Connection Status value shows up.

Realistically, though, Outlook will connect to where the user's mailbox is located. If their mailbox is active on SBS, Outlook will connect to the SBS server. If the mailbox is in Office 365, Outlook will connect to Office 365. Autodiscover provides Outlook with an XML file that tells Outlook where the mailbox is located, and Outlook will go where it is told to go. (Assuming you are set up with Hybrid, and if you aren't, Outlook will only ever talk to the environment that the Autodiscover record points to)

@Adam excellent point.

and hence the issue. SBS 2011 has its own autodiscover built in to the cass server. It is very, very difficult to over-ride. I have found a way but need a simple way to confirm it connected to the right server. Missed the part about the ctrl key. Will try...

Worked perfect. Simple way to tell it I was connected to the local ES or Office 365. Thanks!