This feature is called Quick Launch and it lets you launch the shortcut or any app directly from the fingerprint unlock. You have to unlock your phone using the in-display fingerprint sensor and while holding your finger there, you can launch apps. This is a really nice feature that lets you launch apps right from the lock screen. Here is a small step by step guide to tell you how you can enable this feature and how to add shortcuts to it. Make sure that your OnePlus phone is running the latest version of Oxygen OS available and have an in-display fingerprint sensor. Also, make sure that you have enabled the fingerprint lock and registered at least one finger.
Steps to Enable Fingerprint Shortcut on OnePlus Smartphones
Wrapping up
This is how you can use the quick launch feature of Oxygen OS and launch apps and shortcuts right after unlocking the phone. This feature only works for the fingerprint sensor so make sure that you are using the fingerprint lock instead of face lock.