Something here may help.
https://social.technet.microsoft.com/Forums/windowsserver/en-US/9b728b28-af5a-4cce-855c-88afe5a2f055/block-access-to-windows-explorer?forum=winserverGP
https://learn.microsoft.com/en-us/troubleshoot/windows-client/group-policy/using-group-policy-objects-hide-specified-drives
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