On the computer that is not receiving the shortcuts run the gpresult /r command and verify the GPO is applied to the computer. Make sure to run the command prompt as administrator or it will fail to get computer GPOs.
Here is a guide with steps on creating shortcuts with GPO.
https://activedirectorypro.com/group-policy-desktop-shortcuts/
Here are some additional GPO troubleshooting steps.
https://activedirectorypro.com/group-policy-guide/#troubleshooting-group-policy