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<Unpopular opinion> don't "map" drives and just create shortcuts https://james-rankin.com/articles/reasons-not-to-be-using-network-drives-on-citrix-virtual-apps-and-desktops/

Yeah, mapped drives are a pain. When at NAU, we used them, but make the connection to them a background process. To be fair, this was not an option overVPN, which introduces its own delays and issues. It seemed to work OK with RDS/RDWeb, hence it may be a Citrix thing. I think James is spot on in his assessment above.

Something is missing I think in the James Ranking post. The shortcuts should be added to "_%username%\AppData\Roaming\Microsoft\Windows\Network Shortcuts". And so they also appear like the mapped drives in File Explorer, on the left tree._