Wow. That's a very tricky thing. If you don't setup OneDrive then the C:\docs is 'normal' and if you do run OneDrive, then it will redirect a backup to OneDrive.. and the client sees something different.. while I personally don't mind this, but I wish it would have been called out in the Office 365 alerts I get every day as an admin of many O365 clients. Just a thought. Why? This client got her new machine, I set it up quickly for her, because she was heading off tomorrow off the grid for work. I looked in the C: Docs and the file names were there. I didn't think about the files not being downloaded. So she would have got there, and found that all her My Documents files were *not* on her local machine which was what she expected, since it's been that way forever. And now with no way to get them! She could have been on a transpacific flight wanting to work on her PPT for a meeting on the other end. Or in the jungles of Brazil.
Luckily she noticed the odd setup. She's more savvy than many. Hope this helps in future notifications. No emotions were harmed in the creation of this thread. Client was just grateful I got it handled. Thanks very much for taking the time to help me puzzle this out.