@Kolopot: So was just the link from the taskbar removed? Or even the actual binary? Where did you place the binary? Did you check a log of your antivirus or Windows Defender? Is it a personal computer or corporate/managed one?
Before posting, please read how to report bug or request support effectively.
Bug reports without an attached log file are usually useless.
It's a personal computer running Windows 10 Pro. I just had WinSCP disappear after a restart. I've been checking that WinSCP exists every time I walk away from the computer, come back or shutdown so I'm sure it was there when I shut down. I've turned off every program that starts automatically, mostly Intuit stuff for QuickBooks. Running Windows Malicious Software Removal Tool to see if it finds anything odd.
Did you figure out what caused it? I lost all my saved sites after reinstalling, which really sucks.
DragExt64.dllI think. I looked to see if Windows Security showed any events but couldn't find anything. After looking at Windows Security I thought the problem might be the Reputation-based protection. I didn't see anything under the protection history but I decided to turn off "Check apps and files". I have no idea if this was the problem. I'll leave my computer off when not using it to see.