Bob,
Please stop creating duplicate posts.
Next, tell me if this works for you..........
https://cdn.stardock.us/support/uploads/2019-05-10_09-37-25.mp4
What they are not:
1. A URL.
As noted in the video, that is indeed how Windows sees them. What I did to manually sort them was 'apply rules now'. After, again, as shown in the video, any subsequent shortcuts created from Steam go to that Fence.
Please be be mindful of how you reply - I want to help you, not edit any more of your replies so they do not contain unhelpful language.
Kindest regards,
----------------
Sean Drohan
Stardock Customer Service Manager