Whether you receive this message “OneDrive isn't set up for this user. Ask the person to go to portal.office.com/onedrive to set it up. It might take a while. If you still see this message 24 hours later, contact Support.”?
You should set up OneDrive for this user first.
Go to https://portal.office.com/, login with this user’s account, set up OneDrive, then go to Microsoft Office 365 Admin Center to change this user’s OneDrive external sharing settings.
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