As usual, when a shortcut created in the /home/username/Desktop then the shortcut will appear on the desktop. But why the shortcut is gone? something wrong?

Well it should be there given that /home/username/Desktop really is the directory that your desktop environment shows as your desktop. It might not be so; for example in localized cases the directory might not be Desktop in english, but the same in your selected local language, and therefore anything created in Desktop wouldn't show up in the desktop view. So before anything else make sure it's the right directory -- for example right-click your desktop and create a new directory (or some file) there, then open file manager and see in which directory it was created.