Hi 2DXZ !
I found this post because I had the same question and I finnally know how to make this shorcut disapper.
This shorcut reappears because everytime you shut off your computer the WD app deletes the icon, then when you log on, the WD Discovery app creates a new one on your desktop.
(Wether or not you delete the icon or try to hide it, it reaperas at every start).
So what we want to do is to remove the permission of any app to delete the icon.
So when you close WD Discovery it won’t remove it.
Then we will just hide the icon, so it won’t be visible.
right click on « Your Cloud » icon (the one you want to remove)
Choose the « security » tab
click on « Advanced »
You’ll see a list of Users. Select « System » then click on « Edit »
Deselect all the « Basics permission » except : « Read and execute » and « Read »
(So the WD discovery App could acces to it but won’t be able to erase the file)
Now click on OK to close this window (maybe you will get an advice or something, just approve it).
Click Ok to close the other window and now you are back to the first window of « Propreties ».
Select the « General » tab.
then click on Hide.
Click ok to close the windows.
Now it should not be visible on your desktop, If you wanna see it just click on « show the hidden items ».
Ps: my english is not so good, hope you understood everything I wrote