Using a NAS (network attached storage) for storing a calibre library is a very bad idea. From the calibre FAQs:
I am getting errors with my calibre library on a networked drive/NAS?¶
Syncing your calibre library while you are using it is, again, not a good idea. Remove your calibre library from OneDrive syncing and set up a manual sync process to run when you are not using calibre.
Using a calibre library shared between two computers is yet another bad idea. The first time you forget to close calibre on one computer and open it on the other is going to drive that lesson home.
As for getting the no library error? How are you trying to open the e-book reader? Does calibre open the library when you open it on Windows or MacOS?
Your iPad will not run the calibre e-book reader app (Windows, MacOS or Linux only). If you are trying to open the calibre e-book reader app on your Windows or MacOS computer from within calibre, it should work. From outside calibre, you would need to set up your computer to open the ebook with the e-book reader app. You can also run the calibre web server (see Preferences => Sharing over the net to set up the web server).
After all that, you should be able to open your OneDrive copy of your library on an iPad using the OneDrive app to access books there.