the entire content in my local Documents folder disappeared

this is where Rufus is your friend when making a Windows bootable USB stick ISO.

on the check list before you start the burn you can disable the online account setup
also if you install Windows it is recommended to dis-connect from the internet
then OneDrive wont be able to auto setup cloud syncing.

if like @TraderGary you use OneDrive constantly then you gain the knowledge and understanding how OneDrive works
but in the main most people don't use OneDrive constantly or may not even realise they are using OneDrive by default.

bit of a own gaol OneDrive disaster from Microsoft.
i do hope those that have the knowledge and understanding of OneDrive are able to help the OP.
best of luck Steve ..