I was experiencing the same problem as you and tried this method and it worked. I hope this works for you.
Copy the link file to the C:\ directory.
Run cmd as administrator
execute the command "rename xxxxxx.lnk xxxxxx.txt"
copy and paste the file to your desired destination
Once the file is in your desired destination, right click the file and change the file extension to .lnk. Refresh the page and you should be good.
I was experiencing the same problem as you and tried this method and it worked.