When setting up the Office 365 Audit Log as per this documentation the last step is to test, however I experienced a silly issue where the start and end date had to be in the correct format. This seems trivial however if the input was such that you entered the correct date format the issue would not come up. Different countries use different date formats so updating the UI input to "force" a user to input the required input would be a better method.
See screen shot for reference.