OneDrive syncs excluded folders

Could you clear up my confusion with OneDrive?
My OneDrive folder as displayed on explorer includes 5 standard folders:
Documents
Music
Pictures
Scans
Personal Vault
Also one other folder which I added myself:
ToSync

I had assumed that all folders within my OneDrive folder would be synced to the cloud unless specifically excluded by the One Drive (Manage Backup) settings.
I believe that none were excluded initially.

If I look on OneDrive on the cloud, I see all of the above plus:
Desktop
All the cloud folders are identical to the folders on my desktop.

I have now changed my OneDrive settings to 'Not Backed up' for:
Documents, Pictures, Desktop, Music, Videos.
However, changes to these folders are still reflected in the Cloud.
Can someone explain why this is the case?

A second question.
Since I am no longer syncing these folders, I would like to tidy up the Cloud by removing them. However, experience shows that doing so will also remove them from the desktop.
Is there any way of removing the cloud files while retaining the desktop files?

Update from OP.
Now realised that it is the 'Accounts' tab in OneDrive settings that determines which folders are included in the OneDrive folder (and synced).
I unchecked the folder (Documents) and it no longer appears in the OneDrive folder.
However, the version in Explorer is now empty apart from Shortcut to Documents (OneDrive - Personal).
All files are still on the cloud, but the above shortcut has no effect.
Fortunately, it seems to be possible to download them from the cloud and restore them to the desktop.
Presumably, since they are no longer in OneDrive on the desktop, it is safe to delete them from the cloud.

Still not sure what the "Manage Nackups' settings in OneDrive does.