Our server is sometimes incorrectly set and tries to redirect to an intranet address when connected from the extranet.

The autodiscover settings offers to allow/deny this, and manually selecting "Deny" works, but the dialog keeps appearing several times a minute.

Checking "remember my settings" seems to enable the "Allow" option, rather than the opposite. If "Remember" is checked and "Deny" is pressed, Outlook will stop complaining but also stop connecting, as the autodiscovery process will overwrite the current settings to invalid ones.