I would strongly recommend using the OneDrive sync client to synchronize each Document Library (keeping in mind the limits of 300K files total sync'ed but exceeding 100K total files may degrade the OneDrive sync client performance).
As M365 will retire support for IE in March of 2021 which is required to use WebDAV, I would expect WebDAV support to be removed following that IE retirement at some point (could be 2021, could be years later).