Citrix has pretty much covered the pro’s and con’s on which way to deploy Office 365 (Exchange).
Ready my blog on OneDrive on Citrix (which is part of Office365) – OneDrive for Business & Citrix
UPDATE: 10/08/2016 – Microsoft Stance on this seems to confirm the “Cache for x days” as it’s recommendation as well. Depending on the Local Cache file to be created this need to be set a something appropriate otherwise the other complications around OST file begin apply.