Feed up waiting for Documents to Open

So unfortunately to my knowledge you cant really do this how you are looking for.

You can selective choose which folders to sync down onto your computer from the cloud using folder sync.

You cannot selectively leave folders on your computer, or perhaps choose other folders on your computer to sync outside of onedrive. The closest thing you have is Folder protection (https://support.office.com/en-us/article/sync-your-documents-pictures-and-desktop-folders-with-onedrive-d61a7930-a6fb-4b95-b28a-6552e77c3057) but that should behave the same way you are describing.

Outside of that I have always done stuff like change the location of my documents to be onedrive.

Adam