Hi Jon,
If I understand your situation, all the files that you want to have locally exist in your onedrive folder in the cloud,.
But currently many of your files exist only there in your onedrive cloud, with links to them on your local drive.
After you figure out the storage sense settings that led to having only links to the cloud instead of the actual files . . .
You could turn off storage sense and copy all the actual files from your onedrive in the cloud back down to a local drive.
After that, you can wipe out onedrive, set it up again, turn storage sense off, and have your files locally again.
Cheers,
Carl Fogel