Sage for Windows runs in a UNIX emulation environment (Cygwin) and mounts your Windows home directory (by default) to /home/sage. So it will be easier to just write sage ~/OneDrive/Desktop/sagetex.sage. There are some known bugs in Python on Cywin where if you pass something that is not recognizable as a UNIX-style absolute path (i.e. starting with / then it will treat it as a relative path and append it to your current directory (which in your case is already /home/sage.
Sage for Windows runs in a UNIX emulation environment (Cygwin) and by default mounts your Windows home directory (by default) (in your case C:\Users\scheu) to /home/sage. So it will be easier to just write sage ~/OneDrive/Desktop/sagetex.sage. There are some known bugs in Python on Cywin where if you pass something that is not recognizable as a UNIX-style absolute path (i.e. starting with / then it will treat it as a relative path and append it to your current directory (which in your case is already /home/sage.