Found it, apparently you need to config the Onedrive client via registry/gpo before it can work in a Hybrid solution.
https://learn.microsoft.com/en-us/sharepoint/install/new-onedrive-sync-client
Can some tell me why the hell this is not included or even referred in the Configure hybrid Microsoft Onedrive-article ?
https://learn.microsoft.com/en-us/sharepoint/hybrid/configure-hybrid-onedrive-for-business
This took too much hours to solve for such a simple solution that could've been just even referred in that above article that I've read about hundred times now.