There are always problems with switching...
We had a fairly straightforward switch, using GoDaddy 365 services. Exported the Calendars from the iCloud accounts and Importing them into the Exchange account.
First small(ish) issue was that Exchange cannot handle some of the events that are repeating forever. The client was very understanding and was ok with recreating these events. There were also other events information for the events that were not specified and was unable to be imported.
These two problems on their own could cause a significant headache for someone migrating to Exchange with old or large calendars. However, I had the luxury of not having to worry about it... This time.
Now to the heart of the issue you are here for. Shared calendars and delegates.
After I had migrated the calendar events and ignored the warning messages I moved on to sharing the calendars and settings up delegates.
When typing the name of the delegate the field would not auto-populate with the email address from the domain. It was showing random names of people I knew or other clients... This was puzzling.
I thought this was very weird but wondered where and why these names were popping up. I know they couldn't be on the client's exchange server/domain so I was very confused.
I think though maybe it was pulling names from my contacts app. I typed in a few names of people I went to college with and sure enough they showed up. The other odd thing is I could select them as a delegate but they would have no permissions. So I added the delegates to the Contacts app.
This worked! After adding the desired delegate to the contacts app on my local machine they appeared in the delegation section on iCal, which is supposed to look at the Exchange server, and not only did they show up, they were given proper permissions for accessing the shared calendars!
That's it, That's the entire solution. All that's left to do is check the box to Show. Just had to add them to the local machines contacts...... Of course, there was a bit of setting up the shared calendars in the back end but if you made it this far I don't think that was your problem.
I hope I was able to help you solve any issues you were having with delegation setup. Please leave a comment!