If there has been a recent Windows 10 update, it could be that your missing desktop icons are related to a vulnerability patch contained in that update. A final fix to try to resolve the issue is ...

To fix this, you must use the system file ... IconCache.db is a unique database file that stores copies of every icon for Windows to access the data whenever it wants to create an icon.

At times, this problem might occur due to old cache or website data ... solutions to fix this issue. Try resetting your browser’s cache to restore your bookmark icons in Chrome.