Try these checks in order:
Make sure desktop icons are not hidden.
Right-click an empty area of the desktop.
Select View.
Make sure Show desktop icons is checked.
If only certain standard icons are missing, restore them.
Right-click the desktop and select Personalize.
Select Themes.
Under Related settings, select Desktop icon settings.
Check the icons to display, then select Apply and OK.
If shortcuts still do not show, the Desktop folder may be pointing to the wrong location, especially if OneDrive folder backup changed it.
Open File Explorer and expand the OneDrive folders.
Right-click the Desktop folder and select Properties.
Open the Location tab.
Select Move.
Browse to the Desktop folder that contains the shortcuts wanted, select Select Folder, then Apply.
If prompted to move files from the old location to the new one, select Yes.
If the shortcut is being created but shows as a blank icon, clear the icon cache.
Save open work first. This restarts Windows Explorer.
Open Task Manager with Ctrl + Shift + Esc.
In Processes, right-click Windows Explorer and select End task.
In Task Manager, select File > Run new task.
Type cmd.exe and create the task with administrative privileges.
Run:
Windows Command Prompt
CD /d %userprofile%\AppData\Local
DEL IconCache.db /a
In Task Manager, select File > Run new task again.
Type explorer.exe and press Enter.
If the shortcut is for an app installed from Microsoft Store, create the shortcut again using the app list.
Open Start.
Select All to show installed apps.
Find the app and drag it to the desktop.
If the problem started suddenly for all desktop shortcuts, steps 1 and 3 are the most likely fixes.