Word crashed and I never saved the document

Also look in File > Open > Recent. If the document had autosaved to OneDrive even once, it'll be listed there and in the OneDrive version history, even though you never pressed save.

Open Word again before anything else - it should show a Document Recovery pane on the left if it caught an autosave. If not, File > Info > Manage Document > Recover Unsaved Documents. That opens the folder where Word keeps drafts of files that were never saved. Still nothing, search your user folder for *.asd files. If AutoRecover was switched off and none of those turn up, it's honestly probably gone. Worth turning AutoSave on for next time.