I have the same issue, and my OneDrive folder is local on my HD. Since the files are local, the issue is almost certainly related to OneDrive Sync process and Word. I see this issue has been raised elsewhere since the times of Window 7...
The only way around it that I've found is to quit the OneDrive process, edit the files in the OneDrive folder, and then start the OneDrive process. You might be able to get the same result if you pause OneDrive. The downside is that you lose file locking if you're working in a OneDrive shared folder (not locally shared, but shared via OneDrive). Since I do this primarily, this could be part of the issue as well.