Chrome or Win 10 causes this?

I made an internet shortcut ​on my Desktop.
(I use Chrome. It has a Chrome icon on the desktop.)
I set the shortcut to:
Hourly forecast :: WRAL.com . (Links on page work ,from there.)

Instead, first comes up with a small window saying "Downloading from LTL3PV59",
a folder in C:\Users\<my username>\AppData\Local\Microsoft\Windows\INetCache\IE\.
Then Chrome goes to:
file:///C:/Users/<my username>/AppData/Local/Microsoft/Windows/INetCache/IE/LTL3PV59/1005691[1]

From there, Links in the page do not work!

Any way to get the shortcut back to the original setting?
Also, is this a problem with Chrome, or Windows 10? (Note: my current build is 14986.)

Build 14986 is from the IP/Insider Preview [I have it on 2 computers]. Since it is more or less a test version there will be problems.

My suggestion to get specific sites/pages on the Desktop as a shortcut is to navigate to that URL and drag the tiny icon at the left end of the URL to the Desktop. In IE and Firefox it can also be dragged to the Favorites/Bookmarks Toolbar [different from the Favorites/Bookmarks Folder]. Don't use Chrome so can't say that procedure will work.

Berton said:

Build 14986 is from the IP/Insider Preview [I have it on 2 computers]. Since it is more or less a test version there will be problems.

My suggestion to get specific sites/pages on the Desktop as a shortcut is to navigate to that URL and drag the tiny icon at the left end of the URL to the Desktop. In IE and Firefox it can also be dragged to the Favorites/Bookmarks Toolbar [different from the Favorites/Bookmarks Folder]. Don't use Chrome so can't say that procedure will work.

Drags to desktop, but same result as before.
Same thing happened in Preview builds 14971 and 14965.

Just checked one of my IP 14986 machines and drag of an icon from Firefox and IE11 to the Desktop worked, the same did not work with Edge.

Berton said:

Just checked one of my IP 14986 machines and drag of an icon from Firefox and IE11 to the Desktop worked, the same did not work with Edge.

Shortcut for Chrome works , but links on the page it goes to do not work.
I get "File not found" error message instead.

MS build 15025 fixed this problem.