There is no error when I run using elevated cmd.exe, but after restarting explorer.exe, the shortcut hasn't appeared in the Win+X menu.
Does it matter what the shortcut points to? I am trying to create a shortcut to an e-mail template in C:\Users\USER\AppData\Roaming\Microsoft\Templates
Also...
I have been using Win+X Menu Editor from Winaero for a long time. After an update yesterday, I lost the custom items I had added and Win+X menu Editor does not seem to work any longer.
Luckily, I found this post.
I have run the command from PowerShell (as admin)...