To fix this you'll have to fix the links to where those FAKE folders link to.
Try this fairly easy method first. http://www.thewindowsclub.com/change-default-save-location-windows-10
When I click on the Download folder, it shows me the error. Make sure the disk is connected or inserted. I had actually performed disk management to put my 2TB drice from E to D and the DVD drive from D to E. This problem does not occur in the Admin Account but it happens on the other account I created. I can access Documents pinned tabs in the file explorer but cannot access others (My Pictures, My Music My Videos).