Is there any way to disable the desktop shortcut created when WD Discovery starts?
You can have a look on below thread which will help you out in this concern.
The procedure violates the Terms of Use I agreed to during the installation. Changing file permissions on WD software is not allowed, and may void any support or warranty, so I cannot use your solution. Or I would need specific permission from WD to carry out this procedure.
Normally, installation packages offer check boxes for menu items, desktop shortcuts, etc.
Does WD monitor this community?
through Finder setting.
I found a way under Windows… If you simply want to empty the desktop, just click “View→Show desktop icons” in the right-click menu on the desktop (suitable for geeks who like to imitate the MacOS desktop). I used to be like this, but because I want to change my desktop style recently, the automatic creation of shortcuts by WD Discovery also annoys me. I have tried to use ResourceHacker to modify the built-in icons of kdd.exe (because I simply hate the icon of the My Cloud Home NAS, and try to replace it with an icon that is consistent with other icon styles), but SHA-1 makes it impossible to log in after the modification is successful My Cloud. I have also tried to write a .bat script to delete the created shortcuts instantly, but this does not last long. After some research, I found that Windows Defender can achieve an effective solution…
The principle is simple, it is to prevent WD Discovery from accessing the desktop folders. Find “Virus & threat protection” in Windows Defender, find “Manage Settings” in the secondary menu, and scroll down to find “Manage controlled access”. After enabling, add a desktop folder in it. So even if you restart the PC, you will no longer see the annoying WD Discovery icon
There is just one drawback, that is, this operation will prevent all applications from accessing the desktop and personal library. Although it would be troublesome to “pardon” other programs one by one, at least you can wait until the day when WD solves this problem, right? 
Strongly condemn WD’s app hooliganism!!!
