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Dear (Scrapion)-[brian],
Thanks for posting in Microsoft community. We are glad to help you.
May I know where did you save the file? Based on the screenshot, the folder is a short cut folder in OneDrive, the original folder is in SharePoint.
For reference: Add shortcuts to shared folders in OneDrive for work or school - Microsoft Support.
Thanks for your understanding and cooperation! Hope you keep safe and healthy always.
Sincerely,
Sean | Microsoft Community Moderator