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Dear Morenikeji Zainab Abdulraheem (0300807a),
Thank you for your update.
Based on the screenshot you provided, I'm trying to reproduce this situation of yours on my side, i.e. it shows Private under Sharing tab, but You shared this file under Activity tab. Based on my test result, the situation you described only occurs when you stop sharing the file through Manage access after you share it with other users.
It appears to be that you once shared the file, but then you stopped sharing the file.
On the question you mentioned at the beginning, when you save a file to your OneDrive, the file will automatically appear in the Feed list, and you can't remove it. Because the Feed shows all the files or chats that you have permission to access. If another user doesn't have permission to access the file, it won't appear in their Feed. Reference: Discover and learn with Microsoft Feed - Microsoft Support
If you have any question, let me know and I would like to assist you.
Thank you for your patience and understanding.
Sincerely,
Claire | Microsoft Community Moderator