I usually confirm the bug on another system before I report upstream…
I have a Fedora 34, an OpenSuse tumbleweed, and Debian testing (bullseye) systems I keep updated for testing purposes (okay I actually use the Debian system), however sorry I can’t test as I don’t use SaMBa (I use NFS).
Me, I’d do what I normally do (create my shortcuts via terminal), test it works as I expect (using my normal NFS shares), then repeat using
pcmanfm-qt using NFS. Then I’d replace the NFS with SaMBa/CIFS shares. (Note: I don’t have windows either so can’t test that).
ie. I’d gather as much info as you can, confirmation that it’s not Lubuntu specific… then file upstream (if it was confirmed to impact another OS). Note: I mentioned a few; they currently all have about the same software as Lubuntu hirsute (21.04) but at times some are ahead, others behind… except maybe tumbleweed
I maybe able to look at this in a few days, but currently I’ve taken little notice in this discussion (I noted @leok’s bug appear on #ubuntu-bugs-announce then remembered I’d seen mention of it on here earlier).