Calendar button missing - On Prem 2016 Exchange

I had exactly the same issue as you and have solved it by following OAUTH manual setup to the letter via this doc https://docs.microsoft.com/en-us/exchange/configure-oauth-authentication-between-exchange-and-exchange-online-organizations-exchange-2013-help?redirectedfrom=MSDN

Get-IntraOrganizationConnector |fl Name,TargetAddressDomains,DiscoveryEndpoint,Enabled

brought no errors but no data.  I had previously ran HCW and this completed with no errors (I assumed the hybrid process was fully complete).  Exchange 2016 on premises, premium office 365 with licenses applied for exchange online plan.  No mailboxes have been migrated, all are on premises.  On premises existing Mail contacts and groups WERE visible in exchange online admin.  AD Azure connect was already run with optional hybrid exchange enabled.  Calendar button did not appear in teams. Teams worked otherwise.

So I ran the manual configuration of OAUTH from that link and calendar button started to appear after 30 mins.  Again, these are ALL on premises mailboxes, we have not migrated any mailboxes yet.

One caveat, at the end of the process you need to create an AD object - this object had already been created so it looked like HCW had at least tried to make the OAUTH link but hadnt fully completed it.