I dont know if there is an official warning from VMware about OneDrive.
But there sure is an unofficial community-based alert that says:
DO NOT EVEN CONSIDER TO STORE VMS AND VMDKS ON COMPRESSED NTFS DIRECTORIES
DO NOT STORE VMS AND VMDKS ON NTFS-VOLUMES THAT HAVE DIRECTORIES THAT ARE SYNCED TO ONE-DRIVE
WE Will UPDATE THIS WARNING WHEN THE SITUATION JUSTIFIES IT - YOU HAVE BEEN WARNED !!!
Ulli