Type "shell:sendto" in RUN dialog box and press Enter. It'll open "Send To" folder.
Now right-click on blank area in the folder and select "New -> Text document". It'll create a text file with the name "New Text Document.txt". Rename this file and set its name to "Desktop (create shortcut).DeskLink".
That's it. Now you'll get "Desktop (create shortcut)" option back in "Send To" menu.
Sony Xperia Z5 review: Hands-on with the phone which the Z3+ should have been