$UserCredential = Get-Credential (Enter the global admin credentials in the pop-up)

$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://outlook.office365.com/powershell-liveid/ -Credential $UserCredential -Authentication Basic -AllowRedirection

Import-PSSession $Session -DisableNameChecking

If you have MFA enabled on the admin account, you may use the PowerShell from below path :

Exchange Admin Center > Hybrid > Download the Exchange Online PowerShell Module supports multi-factor authentication.

https://docs.microsoft.com/en-us/powershell/exchange/exchange-online/connect-to-exchange-online-powershell/mfa-connect-to-exchange-online-powershell?view=exchange-ps

Get-CalendarDiagnosticLog – This cmdlet is available in on-premises Exchange and in the cloud-based service. Some parameters and settings may be exclusive to one environment or the other

Get-CalendarDiagnosticAnalysis – This cmdlet is available only in on-premises Exchange.

Get-CalendarDiagnosticObjects – This cmdlet is available only in the cloud-based service.

To export these results, you will have to use the Export Switch as per the respective below articles:

https://docs.microsoft.com/en-us/powershell/module/exchange/mailboxes/get-calendardiagnosticlog?view=exchange-ps

https://docs.microsoft.com/en-us/powershell/module/exchange/mailboxes/get-calendardiagnosticanalysis?view=exchange-ps

https://docs.microsoft.com/en-us/powershell/module/exchange/mailboxes/get-calendardiagnosticobjects?view=exchange-ps