I found this but not sure if it fits with my issue: https://support.microsoft.com/kb/3034685
Issue: There is a folder shared by a single user A with users B and C. User B and C use a Mac and User A uses a Windows Laptop. All 3 have Office 365 and use OneDrive for Business. Users B and C can see the shared folders in the web interface BUT attempting to use the Sync function on their Mac's to pull it down to their local computers does not work.
Is this a known limitation? They are able to Sync folders that THEY create but do not seem to be able to Sync the folder that was shared with them. The Mac's are brand new running the latest OS. Tried using the Sync while in Safari and FireFox.