The window system removes the desktop shortcut arrow

Run regedit to open the registry

Find the following path

HKEY_CLASSES_ROOT\lnkfile

Rename or delete IsShortcut

For example, if there is tinder installed on the computer, you can also use the tinder sword to edit the registry location path to HKEY_CLASSES_ROOT lnkfile for modification
The example in the screenshot is that IsShortcut is renamed for later recovery.