Ahhh it wasn’t even a cmdstanr or onedrive issue in the end!
The cmdstan makefile has an -include for a file in $(HOME), which breaks if there is a space in the path (at least on Windows):
-include $(HOME)/.config/stan/make.local
This just needs to be quoted, and then all seems to work:
-include '$(HOME)'/.config/stan/make.local