I am in the same boat. Unfortunately, there is no shortcuts support for creating calendar events in the Outlook app. They are pretty good about adding new features and already have basic shortcuts support for some things, so I would encourage you to submit a feature request to them.
Make sure Outlook account into is in the ios calendar. Then create a shortcut that adds events to whichever calendar you wish.
Afterwards, the new event will automagically appear in Outlook.