- Edited
AGI if I understand, USB-OTG is just an external device connected to the phone via USB? None in my case!?
Right, it's any device connected by cable.
Make a backup if in doubt. It would take a while and need a lot of space on the internal memory but I think you could move it to your PC later. All you'd need additionally is the recovery partition which you just rrplaced with TWRP but it can be downloaded from OnePlus ("recovery link"): https://www.oneplus.com/support/softwareupgrade/details?code=4
Edit: Never ever OEM lock the device again (via fastboot) unless both OxygenOS and the original OnePlus recovery partition are installed, or you will get a black screen at boot. There is a way out of this though but better avoid this.