We too are looking to use KFM and we also just migrated a site, with ~650 users, that had several folder redirection policies in place, not a single one was built the same way, so that was fun. I had to slowly change the policies to use the same location and direct it to the users appropriate local directory and I had set it to MOVE the data back to the original location once the policy was removed.
Note, this did cause some logon delays for some users but not for most and happened only once as the users data moved back from the remote server.
We had to do this as the migration tool did not recognize the redirect policy and once users migrated all the data in their profiles were gone unless we removed folder redirection from the old domain first, as our domain does not use folder redirection. From there we could then apply the OneDrive KFM policy to the new users because the old folder redirect policy was gone and the users data were all back where they belong, locally.
Hope that helps, have a good day.