I've found that using OneDrive on an iPad as an intermediatry for getting audio files into ST3 to be... 'quirky'. I assume that to be an iOS 'quirk'.
Even if you've put them into a OneDrive folder on another device (e.g. a PC where you've created/edited them), you need to make sure that OneDrive on the iPad is downloading the files. ST doesn't like (it might be all iOS apps, I don't know) the 'offline' versions that OneDrive exposes to the UI.
When in doubt, go into the OneDrive app, open the folder in question, and see if you can open the files in a local media player app. Once you can do that successfully, go back into ST and try again. There's a pretty good chance it will work fine.