OK, let's see where we differ (I'm not at all sure about creating a shortcut and copying to that...)
Turn on T8-S Plus, boot as normal into Android, open ES File Explorer application
Navigate to a device/network location/local folder and long click on a test file to tick it
Select the Copy button at the bottom
Expand the LOCAL menu on the left, and in my case click on "udisk0"
Navigate to the folder I want to create the file in, and then click the PASTE icon
It then asks me to open the location a certain way, I close the next window and the file pastes in
I've rebooted and the file is still there and can be opened
I've tested moving files within the hard drive, and also cut and pasting a file away from the hard drive, and all seemed OK.
When you get a chance, could you follow the above step by step and see where your experience/routine differs.