You might be running afoul of the on-demand file option. I keep my files on the machines where I sync to in all cases. In the settings dialog, you can find the option.

My major problem that I've been running into with OneDrive was actually the reason I finally buckled down and turned off automatic updates to Windows 10. Sometimes, when Windows 10 would do those, it would turn off OneDrive (I think it was a problem with copying a new version while the old version was still running). Since I turned off automatic updates (WUB to the rescue), I haven't had that problem.