Some time ago we changed the desktop folder location for every user from
X:\Desktop with a new group policy rule. This apparantly led to some complications for a few users because the local Windows registry didn't update the paths somehow. Luckily it only affected a few users so we found a manual workaround.
Open regedit and navigate to the following two locations:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
Desktop value to correct folder. Remember to do it in both locations.