Found this resolution for the problem.
Windows has a built in component that cleans up ‘broken’ shortcuts’. It’s possible that it is removing the shortcuts if connectivity to shared location is lost.
To disable the System Maintenance troubleshooter, follow these steps:
- Click Start, and then click Control Panel.
- Under System and Security, click Find and fix problems.
Note: If System and Security is not displayed you will need to change how you are viewing Control Panel. To change your view, click the down arrow in View by and select Category. View by is located in the top right corner of the Control Panel.