Sounds like it might be a user logon script. Trace the activity with Process Monitor.
https://learn.microsoft.com/en-us/sysinternals/downloads/procmon
Search for the .exe file and see what process deletes it.
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I have an issue where EXE files disappear on logon for domain profiles. Here is what I know:
-EXE files will remain when they are downloaded to local profiles. We have to place the Zoom EXE file on the local admin account and place a shortcut to that on the user's desktop in order for it to remain otherwise, we have to re-download and install.
-The EXE files are disappearing on sign on and not sign off. I placed a WebEx Teams EXE file on a machine's domain profile's desktop and navigated to that desktop using file explorer on my machine. I signed out on the other machine and the file remained. I signed in on that machine and the file disappeared.
-I do not believe a group policy is the culprit. I moved my machine to an OU that did not have a GPO applied to it and placed a WebEx Teams EXE file on my desktop and it still disappeared.
I'm lost now. Does anyone have a clue what might be going on?
Sounds like it might be a user logon script. Trace the activity with Process Monitor.
https://learn.microsoft.com/en-us/sysinternals/downloads/procmon
Search for the .exe file and see what process deletes it.