Hi Nick, this does seem to be an issue at the moment . . .
Click your Start Button, type regedit and hit Enter to open the Registry Editor
Click View and make sure 'Address Bar' is turned on
Paste this into the Address Bar at the top and hit Enter
HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
In the right hand pane, double click Personal
Set its value data to %USERPROFILE%\Documents
Click OK, close the Registry Editor and restart your PC
That will have moved that Documents location back to its default location in your User Profile folder
You may need to manually move some files form that OneDrive Documents folder into the correct folder, if you had saved any documents there . . .