One of my customers decided to sync a SharePoint library to their Explorer which contains 5 million files. This results in a huge performance issue on the local laptops of all users. I already read the documentation that IF you sync a library it should not contain over 300.000 to make it perform as expected.
My advice has been to stop syncing those locations and start working fully from SharePoint online, instead.
Now, we have this feature to create a shortcut to OneDrive from a SharePoint library. In this scenario the question was that they wanted to be able to create shortcuts to favorite folders within the library. So this shortcut feature might be the solution for that.