I recently noticed a user with Office 2016 (Mac – El Capitan) and accessing Office files with a webdav connection to a server.
It appears editing Office files on a webdav connection in Office 2016 (Mac) is not supported. See this link.
A workaround was to setup CyberDuck and download the word doc, make the changes and re-upload it to the webdav server.
I have confirmed that Apple has corrected the Office 2016/webdav issue in macOS Sierra. You can properly open and save documents stored on webdav locations natively in Office applications on the Sierra developer preview.
Thanks Pete, great news!