A Microsoft file hosting and synchronization service.
Yes, I send links all the time though usually they are more widely accepted or known websites (like an Amazon Product link or a news page).
I just tested and sent a Google Drive Link. This is comparable to OneDrive in that both are links to a specific or unique document. However, the domain is not readily comparable. One link starts with "...drive.google.com/" while the other starts with "...cefcapital-my.sharepoint.com/" The Google Drive link went through just fine.
I believe the issue is not unique to OneDrive but that it is likely related to all shall we say "private" web pages. In that it is a OneDrive issue since OneDrive should not "flag" or "trigger" automatic spam filters put in place by cell phone carriers. I don't know. I may be way off base here. It is mostly all conjecture.