Scheduling and managing events using Outlook.com calendar
Ditto and same problem with me. Have sent a DM to Outlook's Twitter account.
I'm seeing the same situation - i.e. "Family Calendar" on Outlook Calendar on Android device has disappeared but a 'new item appears called "Your family". Also, on outlook.com, I see a new sub-heading called Group with a calendar called "Your family" appearing which contains the same calendar entries as my old "Family Calendar".
So in summary, looks like the change hasn't rolled out to Win 10 Mail client or the Outlook client desktop app.