All your local files are NOT saved in OneDrive by default wtf.
You can create a local user account instead of a ms one when installing Windows, then there’s no user OneDrive can log into and it doesn’t sync shit. Furthermore, the local documents/etc folders point to your user’s folder, not onedrive. Even of you fucked all of that up, there’s tons of files both in your appdata folder and program configuration files that are not saved in OneDrive. OneDrive doesn’t launch with a “backup everything in every folder” option by default, that’s something that you need to opt in and enable after logging into it.
Honestly, do better with your system before complaining. Also, you can create simlinks into network folders on your NAS as you mentioned to emulate whatever you want so idk what you mean by “it would be amazing”, whatever it is you want to do with it, it already is “amazing” according to you for your use-case.
Maybe it’s because you touched the registry? You can rigut click the docs folder, properties, location, move, pick the new one, done. Forever. For me at least.