At the Office 365 support website, there is an article about setting up DNS records for your domain name in connection with Office 365.
The section about SRV-records (for Lync) can be a bit confusing because of the way and order in which the data fields are listed.
In Simple DNS Plus, adding these records would look like this:
PLEASE NOTE: The "Service" and "Protocol" fields are NOT locked to the drop-down choices. You can type any value into these.
And back in the record list: