Working in IT, I understand the frustration.

There’s a couple ways to do it, but you can add SharePoint to your OneDrive on your PC, it shows up basically the same as any of your OneDrive files in Explorer.

Apparently there’s a way to map it to a drive letter as well, but it gets complex pretty quickly and as far as I know, you need to get the link to paste into the mapped drive dialog from the object owner… I might be wrong here.

Google it. You’ll improve your life so much.