On Exchange servers with Lync, when using Lync from outside the site using Lync Edge, you might have the problem that it works in case of instant messaging, but it will not connect to your Exchange setup to get the calendar or in some cases it will keep re-asking your credentials with no success.

This might be an issue of authentication which can easily be solved by changing the authentication method on the AutoDiscover folder on IIS.

Log into the Exchange server
Open IIS Manager
Expand the [Server Name]/Sites/Default Website
Click on AutoDiscover application
Click on Authentication
Right-Click on Digest Authentication and select Enable