Ah... I see it. I do not use Nautilus (Files) file manager. In Thunar File Manager, SpaceFM and Nemo, these are Bookmarks (And SpaceFM is probably best suited to this task.)
Your "D" drive is in NTFS, correct? This is again, where NTFS is being incompatible - it cannot manage symlinks
which is necessary for symlinking to a file from another location.
I wonder if Cloud Storage may suit your needs, by linking to a web-link, rather than a symlink. I am just thinking out loud.