Well, we've proven that you can manually perform the steps for creating and uploading a movie to One Drive. Apparently there is something preventing you from doing this through the standard process of publishing to One Drive. Most likely there is some problem with the credentials, but if you are okay with the manual method, I'd stick with that.
The advantage to doing it in two steps (save movie to PC, then upload to OneDrive) is that you then have a copy of the movie on your PC which you can play at any time.
The list of Recent projects in Movie Maker contains the project files, not the finished movies. They are the project files that contain all the individual elements allowing further editing. But they can't be played anywhere outside of Movie Maker. The project files are like the recipe that tells Movie Maker what you want to put together in order to make your movie. You do want to keep your project files, if you plan to make further edits to a project, but if you are done and want to view your movie, you should be using the movie files.
The movie is a single file containing all your changes put into a single video/audio file. That can be uploaded to One Drive (as you did) or played on your computer, etc.
The key to finding your movies later is to be consistent about where you save them. Most commonly, you'll want to put them in C:\Users<username>\Videos. Then you can just navigate to that folder at any time and play the movies you want. Or you can group them into folders by year, event or whatever.