You should be using mailserver.ourdomain.com/ews/services.wsdl to create the proxy this is a bit old but may help https://video2.skills-academy.com/en-us/previous-versions/office/developer/exchange-server-2010/bb408520(v=exchg.140). In the latest version of Visual studio you need to use the Advanced-Add Web Reference from the Add Service Reference dialogue.
Instead of using the Proxy class you could also use the EWS Managed API from nuget https://www.nuget.org/packages/Microsoft.Exchange.WebServices/ which is a much easier object model to code with.