I added several folders shortcuts to desktop using Es File explorer, I can open them with no problems until I restart my device
After restart if I try to open the folder from desktop I get "Application not found" error message, I can still get to the folder from the Es and if I added a shortcut again it works fine until the next restart
Have you tried simply adding shortcuts to apps on your homescreen then creating a folder by dragging one icon over the other and releasing without the use of your file explorer as it sounds like that is the issue