Try figuring out what addresses onedrive works with and if your server can access those. And if you mess with that in some way by routing that traffic through your VPN server. And check that the DNS server being used can resolve addresses used by onedrive. You'll have to dig into documentation for this one.
https://docs.microsoft.com/en-us/office365/enterprise/urls-and-ip-address-ranges
https://docs.microsoft.com/en-us/onedrive/required-urls-and-ports
