Similar problem for me. I have a 64bit Windows laptop and 800Gb of photos and video that I want to download from OneDrive (and then move to an Apple environment). As discussed / commented there are plenty of people with the same, slow download issue.
To work around it somewhat I am now using the OneDrive app which is installed on the laptop.
I have reasonable hard drive space on my laptop so I am able to (a) select a folder in OneDrive then (b) right click to access "Always keep on this device".
This downloads the folder/files at a more acceptable (but not fast) 3-4MB/s compared to 50-120KB/s from the browser. I can then move them to a large SSD until I'm ready to start uploading to Apple.

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This process may be obvious to everyone already (if so my apologies) but it has helped me commence the process of moving my files without waiting weeks/months.