User mailbox calendar permissions issue

Cross-tenant folder-level permissions are not full supported, although they might work in some scenarios. Calendar access can be enabled via the org relationship established as part of Hybrid, if you need to also manage calendar items in addition to viewing them, best move both the delegate and owner mailbox to the cloud.

Here's more info: https://docs.microsoft.com/en-us/exchange/troubleshoot/send-emails/overview-delegation-office-365-hybrid