I want to control internet access for production clients to only allow access to Office 365 URL's, especially use Exchange Online with Outlook client (HTTPS). No other internet access should be all...

Yes. In the web filter, the Blanket Block function allows to completely block web surfing except for those domains/urls added to the White List.

Is it possible to import the WebURL list in your Protector which i want to white list for O365 usage? Microsoft has a complete URL List in XML format. Please see following link.

I's a matter of white listing in the web filter , it's possible to upload a list in csv format.

To block everything the easiest thing is to use the blanket block.
Then the Office 365 IPs must be added to the white list.