Add your OWA site to the Local Intranet Zone and it will work fine. Trusted Sites is not enough. Not sure what little setting is causing that but it does fix the problem in the short term.
John Savill's Microsoft Azure Master Class
Join John Savill for 12 hours of comprehensive Microsoft Azure training. This master-level course will equip you with everything you need to understand, evaluate, deploy, and maintain environments that utilize Microsoft Azure including hybrid scenarios.