In a kind of hilarious, this company is too large, problem beware that if you go use OneDrive to share, you will get a wonderful URL shortened version to share with folks, you will get a URL that looks like
But when it gets filtered through Office 365 Advanced Threat Protection in some organizations, then this gets automatically replace with something that relinks it because it detects Excel spreadsheets sent this way as unsafe. PowerPoint and PDFs seem to get through fine. Might because macros can live in Excel. Ironically, you can typically email the spreadsheets without a problem, but the links don't work probably because they can't scan the contents reliably. So the link gets rewritten to something like:
You then get an error message saying the link is filtered out. So the solution is that you need to use the lengthened version that the link translates into which is going to look something like:
So if you have an organization doing this, you might wan to flip to say Google Drive which doesn't have this problem. Everything seems to pass Google URLs properly.