Hello,
You could use something like Folder Redirection from a GPO. Then just take backups of the user desktop folder configured. Make sure to run this in a test environment first, as there are certain settings to use in order to copy user data in the first instance from the client PC to the share.
https://technet.microsoft.com/en-us/library/jj649078(v=ws.11).aspx
A similar case here:
https://community.spiceworks.com/topic/2157991-best-practice-to-automatic-backup-documents-of-employees-on-file-server
On the other hand, if circumstances allowed in your company, OneDrive is another good way to save your users’ desktop folder.
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