Unhiding extensions wouldn’t help here, as the .lnk extension is hidden even if you unhide the others, as it’s the extension for shortcut files; you have to edit an obscure registry key if you want to unhide it.

(That said, it being a shortcut it should have the small shortcut arrow in the icon, unless you’ve used a third party tool or the registry to disable it, so it should still be easily recognisable as a shortcut.)