Cannot add any shared mailboxes is MS Outlook 2019 (Office 365) because Add button is greyed out (File > Account Settings > Change > More Settings > Advanced > Open these additional mailboxes)
Shared mailboxes can only be added this way for primary MS Exchange account within Outlook. To work around this issue, create another Outlook profile (Control Panel > Mail) where the account in question is the primary account.
MS Office 365
MS Outlook 2019