Cannot find OneDrive to delete and reinstall on MacBook Air

That would suggest it is not installed.

How are you accessing it exactly?

Do you perhaps just have a Safari Bookmark to the website and not an actual app installed?

If you go to the Mac App Store app does it say Get or does it have a cloud icon?

https://apps.apple.com/us/app/onedrive/id823766827?mt=12

If the App Store says Get, it means it has never been installed, at least from there.

Where is this nagging message appearing? If it appears when on a website in a web browser, it's certainly a scam.

If it appears somewhere else, then tell us where.

If the App is not in the Applications Folder in Finder, then it's likely not installed.

There have been cases where old installations issue that error, but usually the app should be visible in the Applications folder in Finder in those case unless it was moved somewhere else.

If the App Store says Get, it means it has never been installed, at least from there.

Where is this nagging message appearing? If it appears when on a website in a web browser, it's certainly a scam.

If it appears somewhere else, then tell us where.

If the App is not in the Applications Folder in Finder, then it's likely not installed.

There have been cases where old installations issue that error, but usually the app should be visible in the Applications folder in Finder in those case unless it was moved somewhere else.