Hi there,
I'm Cherrelyn, I'm here to help and I know how frustrating it is when your shortcuts suddenly stop working. Please try to right click the shortcut > Properties under the Shortcut tab, check the Target path and it should point to the game’s launcher like steam://rungameid/xxxx. If it's missing, delete the shortcut and for Steam, right-click the game > Manage > Add desktop shortcut. For Epic, go to the Library, click the three dots next to the game > Create shortcut
Also, make sure your default app for .lnk files hasn't been changed and it should be set to Windows Explorer.
Let me know how it goes, I'm here to guide you for further assistance.
Warm regards,
Cherrelyn