Hi,
You can authenticate with OneDrive before the domain is pointing to the server.
As a standard, OneDrive authentication goes through a central app on our server, to allow non-HTTPS sites to connect to OneDrive.
In the OneDrive settings, you should only see one field for OneDrive location. If so, save your settings and follow the OneDrive authentication link. You should be taken through the authentication process and given a success message when redirected back to your site.
Once you have set the domain, you may need to re-authenticate.
Best Wishes,
David N