There is an Outbox, I just drove right by it thinking it would be at the bottom of the mailboxes along with Trash, Send, etc.
Apparently it appears if a message is stuck or being sent and then disappears.
I've tried to send several messages and they all fail with the same message (attached screenshot).
This is happening after, per another thread/problem (Draft hasn't been syncing) that I started and finished this morning. I deleted my current email address account (Exchange) because it was not syncing Drafts. I then added the same account twice. First as an IMAP account which allowed for Notes and Email which I allowed for both. Second, as an Exchange account. I unchecked Notes and Email and allowed Calendar, Tasks, Contacts.
Drafts now sync and all 'Outlook' modules synced with the server.
I presumed all was well until this problem. I'm wondering if the 'relaying' error has something to do with the name I've given in IMAP setup to the outgoing or incoming server. I've used the same email server for 15 years and all iOS mail since my first iPhone.