Edition Windows 10 Pro
Version 22H2
Installed on 3/15/2022
OS build 19045.5247
Experience Windows Feature Experience Pack 1000.19060.1000.0
This worked for me... Made several desktop links and they all open to the folder with the navigation showing the open folders / folder path. Hot da**! I've been fighting this for far too long.
You cannot edit an existing shortcut, as it will check the path, and it chokes. You cannot try putting explorer in "Start in:" either - same thing, says path is invalid. You must create a new shortcut.
What I did was copy all the paths for my explorer shortcuts and pasted them into a Notepad file, appended the: C:\Windows\explorer.exe to each - ended up with: C:\Windows\explorer.exe D:\Documents\My Sandbox\ - clicked the new button and it allowed it. Gave it a name and poof! Click the link and it opens the folder and expands the navigation pane to show the folders /path.