YES, you can do GPO redirect desktop etc to network drive but needs a VPN and sync is also slow.
OneDrive has solved this, like it or not.
>So when I'm on site somewhere, and have no access to a network that's safe, I can't access files that are in my documents folder, pictures or desktop.. when I never asked OneDrive to lift and shift my days off my machine.
Probably enterprise config. Standard OneDrive office 365 enterprise with SharePoint can absolutely work over the "normal internet", you don't need a "network that's safe" whatever that means. VPN? Anyway the big office 365 win was it will work over the normal internet without running /owa open on your exchange server.