Earlier in the year the Apple Mail client got updated which now means that it asks for more information when connecting to Microsoft Exchange servers.
As you know Oxford University uses Microsoft Exchange.
Apple Mail now asks for Internal and External URLs. For Oxford Nexus use this address for both Internal and External fields:
https://nexus.ox.ac.uk/ews/exchange.asmx
Here is a screenshot which should help you get your Nexus email configured with Apple Mail.
