With information provided by Daniel Martín, I have scripted Find_Target.bat to add a Find Target option when you right-click a shortcut.

To add a Find Target option, an administrator would run Find_Target on the computer.

Find_Target.bat contains:

@echo off                              setlocal                              set FT="%TEMP%\Find_Target.tmp"                              set FTV="C:\Find_Target.vbs"                              @echo REGEDIT4>%FT%                              @echo.>>%FT%                              @echo \[HKEY_CLASSES_ROOT\lnkfile\Shell\Find Target\command\]>>%FT%                              @echo @="wscript.exe \"C:\\Find_target.vbs\" \"%%1\"">>%FT%                              @echo.>>%FT%                              @echo.>>%FT%                              @echo Dim param, filenam, targt, shortct>%FTV%                              @echo Set param = WScript.Arguments>>%FTV%                              @echo filenam = param (0)>>%FTV%                              @echo Set WshShell = WScript.CreateObject("WScript.Shell")>>%FTV%                              @echo Set shortct = WshShell.CreateShortcut(filenam)>>%FTV%                              @echo targt = shortct.TargetPath>>%FTV%                              @echo WshShell.Run "%windir%\explorer.exe /select," ^& Chr(34) ^& targt ^& Chr(34)>>%FTV%                              regedit /s %FT%                              del /q %FT%                              endlocal