I upgraded recently WinSCP to version 4.1.9.(build416) from some old version (one or two years old - I do not know the version).
Since that upgrade all Windows links files *.lnk are not navigating the panel to the location which is stored in the link file BUT they are opened for editing. On the other panel remote links are followed correctly. Problem is only with links on local Windows system.
In that old version the .lnk file was followed...
Is it bug or wrong settings of my WinSCP?