I have couple of shortcuts on the desktop that I use about once in a month or two. Not sure whether this is related, but about two weeks ago I installed anniversary update. I did not notice that unil now because I have large screen and dozens of shortcuts, but suddenly I was unable to find shortcuts to a rarely used utility. I launched it via EXE click in Program Files location, and the shortcuts reappeared. Hmm, is this some new feature? I would consider this bad idea to hide shortcuts without explicit consent - It took me couple of minutes before I realized how the company and the utiulity itself is named, I had it visually associated with the dectop shortcut instead :-(