I am suffering the same.
I chose light laptop with small SSD knowing that I do not need that much storage, now I am suffering and regretting I even upgraded to Windows 10.
I can’t believe Microsoft would not make this an option. I would understand if they change the “default” behavior, but this down right breaking the compatibility (and rendering my paid subscription partially useless as I am seeking a different medium than Onedrive)

with win 8 you can use skyshellex
SkyShellEx is a shell extension that allows you to sync any folder to SkyDrive (Onedrive) but keeps your existing folder structure intact. SkyShellEx is available as 32 bit and 64 bit extension for Windows Vista, Windows 7 and Windows 8.

Unfortunately
SkyShellEx will not be compatible with Windows 8.1. The changes made in Windows 8.1 to integrate SkyDrive with the OS are using Symbolic Links. This prevents the further functionality of SSX.

Symbolic Links in this link
http://www.howtogeek.com/194431/how-to-sync-any-folder-to-the-cloud-with-symbolic-links/

i have exactly the same desire, but no idea how to do it? Any ideas?

My impression, from the outside looking in, was that I could keep all my folders organized as is (locally, on my laptop) and select these folders for syncing TO OneDrive. But it’s looking like OneDrive provides the opposite service: Save everything to OneDrive and sync TO the laptop. Am I correct? Is there a way to make it do what I want to do so I don’t always have to work within the OneDrive folder on Windows 10? I don’t want to have to move all my folders over to OneDrive, because I don’t really WANT all my folders on OneDrive. But I also don’t want to move the ones I want there from my local Documents folder TO the OneDrive folder, because it means then I’d have things stored in two places. Honestly, I was just hoping that I could keep working from my local folders and select some to be synced, or “auto-copied” into the OneDrive folder. I don’t know if I’m being clear but is there a way to do that?