If the shortcut itself has been deleted, then memory is what you need to rely upon.
Why would you delete the shortcut if you still want it?

Perhaps in future you should keep a folder open at all times (perhaps at times hiding in the tray if it's in the way.) This folder can be your Desktop folder. In order to get this desktop folder you can open any folder and select Desktop from the Quick Access side-options. Then arrange this Desktop folder via the View menu as "Details". In this way you can review the folders and shortcuts that might be on your desktop.

. . .

Even I use a shortcut to a desktop folder on my macos so that I can arrange it via Date Modified and find the most recent files or folders, etc. that have been saved to the Desktop. Hopefully for you by using this approach it will reduce confusion and if in doubt, right-click the folder or shortcut to find out what it is (shortcut or folder.)
A similar approach on Windows would be a shortcut on the desktop that is itself a shortcut to the Desktop but the folder is viewed as Details and arranged by date modified. So then most recent creations on the desktop are at the top of the folder.

Perhaps check the information via the right-click Properties option for that folder or shortcut and carefully deciding whether that item was a mistake or is an item you wish to permanently keep on the desktop. This is a safer approach than deleting an item that you are unsure about. A little research of the item will help greatly in making the right decision.

Thank you for taking more care where to post. This was greatly appreciated and a successful effort.