Same issues here, for years actually, although the latest updates with Yosemite has helped me communicating with the mail servers a lot.
I hate to say it, but it seems that since Eudora 10 years ago, there has not been a reliable mail client around.
A colleague of mine, professionally trained in ICT, sitting next door to me, using lots of Microsoft stuff - and Apple sometimes - has concluded that using a browser directly with the mailserver is the only reliable way to work with the Exchange servers!
I know, it's not a great help,, but it seems that mail apps are causing problems in all types of user forums. A search for issues - on all platforms will produce millions of hits on the web.
Although, we all hope that Apple keep up the good work and try to improve even more....