When redirecting the Desktop folder (with with Environment Manager or GPO) on Windows 10, the Quick Access item for Desktop links to the incorrect (local) Desktop folder.
All other Quick Access items (for redirected folders) do link to the correct (redirected) location. This only seems to affect the Desktop folder.
So far the issue has only been observed when redirecting the Desktop to a OneDrive for Business location. AppSense have not been able to reproduce this issue with Windows 10 Threshold 2 Release (10.0.10586).
If the Quick Access item is removed and re-added, it will point to the correct location.
Microsoft have confirm that this is a bug and that the issue is resolved in RS1 (version 1607) of Windows 10 (also known as the Anniversary Update).
Any further queries regarding this issue should be directed to Microsoft in the first instance.