We currently don't have plans to add an integration with OneDrive on the Mac version of Snagit this year due to the limited demand for it that we've seen. But we can always change that if there is a strong need for it. The first step to that was to make the request visible to others, so now that you've created this Question here, we can see if it gets more responses and "Me Too"/upvotes.
Basically, if you have OneDrive installed on your Mac, you can use Snagit to the automatically syncing folder. If you just want to save off a file for later, just click the share button and the OneDrive app will handle the rest and sync it up to your OneDrive cloud for you. If you want to share a file with a link, you can take that second step and get the link from the menu bar.