The arrow is on the bottom left, and comes from what I understand C:\Users\Public\Desktop.
However, this box shows up
, and after clicking continue and providing the password, the application is broken and the file the shortcut is pointing towards is missing.
I suspect that a program might have changed something in the registry, but I am out of my depth here. This behavior is displayed for every shortcuts located on the desktop pointing towards a program. Deleting shortcuts towards a file does not delete the file.