Hmm, this has turned out to be a tricky one. To troubleshoot further, I'd suggest:
1. Post the contents of the .desktop files you created (with both methods), they should be in ~/.local/share/applications/
2. Make sure they are executable.
3. Try switching to the Folder View layout in Desktop Settings again, and then drag-and-drop the .desktop file into the desktop (alternatively you can copy the .desktop file in ~/Desktop folder, it should then appear in the Folder View), does it work then?
4. Do the shortcuts work if you launch them from the applications menu?
EDIT: Seems like I am chronologically synced with Ggeek
1. Post the contents of the .desktop files you created (with both methods), they should be in ~/.local/share/applications/
2. Make sure they are executable.
3. Try switching to the Folder View layout in Desktop Settings again, and then drag-and-drop the .desktop file into the desktop (alternatively you can copy the .desktop file in ~/Desktop folder, it should then appear in the Folder View), does it work then?
4. Do the shortcuts work if you launch them from the applications menu?
EDIT: Seems like I am chronologically synced with Ggeek

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