Wade,
In Word for Windows, you can go to File > Options > Save and select the option "Save to Computer by default" and specify a "Default local file location."
You can make OneDrive a lot less intrusive by unlinking your user account from OneDrive. See https://support.microsoft.com/en-us/office/turn-off-disable-or-uninstall-onedrive-f32a17ce-3336-40fe-9c38-6efb09f944b0. The screen shot below is for Windows.