Although the file was not locked, choosing the action "Delete" removed the file instantly. Problem solved. Many thanks.

TAB does not seem to do anything. Cursor does not move.

I do run my desktop from my D: drive because of limited space on my solid state boot drive.
Just to be safe I scheduled checks on drives C: & D: after a restart. No errors were reported.
The file...

I have a file on my desktop that Windows 10 insists does not exist at that location.
A small snip of the screen showing the file next to my drive icons is attached.
A snip of the error message is...