Phil. I just edited your post to make the screenshot image appear, instead of just a link to a file.
Are you on Z16 as this thread is tagged as such or Z17?
I think the issue is with pCloud. I left them behind a long time ago over privacy concerns. I now only use murena.io and I don't bother with links as I can do everything in the browser.
I'm currently at work and can't check my desktop, but am I wrong in thinking that you need to install gnome-tweaks to enable desktop icons on newer gnome versions?
This is something that I haven't done in a long time, so hopefully someone has a more concrete answer for you. But from my memory that was a change that was made, although I don't know when it was made.