Check if file exists in OneDrive via VBA

I'm trying to check if an Excel file exists in OneDrive using Dir(Filename) (without opening it):

strFilePath = "https://d.docs.live.net/ce59asdf4hj34h5k/Folder 1/Folder 2/File.xlsm"
If Dir(strFilePath) <> "" Then
'do something
End If

but Dir(Filename) give me an error: Run-time error '52': Bad filename or number

I tried to do a workaround and check if the URL itself is valid (using the code sample from here) unfortunately the URL is always valid regardless if the file exists or not (if the file in question does not exist One Drive seems to return a default file, at least that's what it does if you test it in a browser, see screenshot below)

Any other ideas on how to solve the problem would be appreciated (I'm trying to do this without actually opening the file since this will create other problems I'm trying to avoid).

Note: I have OneDrive (Sync) installed, but using a local path unfortunately is out of solution's scope. The Soultion has to work with files that are not synced locally.