Hi @Amathanio
As I do not have the Synology in my test environment, I can not do tests for you.
Via searching online, please check whether "Don't remove files in the destination folder when they are removed in the source folder" is ticked.
(Please Note: Since the web site is not hosted by Microsoft, the link may change without notice. Microsoft does not guarantee the accuracy of this information.)
Besides, the settings for Cloud Sync is mainly focused on Synology, to help you better, I would suggest you contact Synology support to troubleshooting this issue.
Thanks for your understanding.
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