Hi Stephen, I hear you. Are you able to see the Personal Vault folder when you sign in to OneDrive on a web browser?
The vault locks after inactivity and will ask you to verify your identity before it opens again, so you should follow the verification prompt to unlock it. If the vault still asks you to set it up after you verify, try checking from another device or the OneDrive website to see if the folder appears there. Let me know what you see on the web version so we can narrow this down.