How to get rid of annoying overlay icons for desktop icons? (picure included)
The simplest method would be to download and install the Winaero Tweaker.
Run it and go to Appearance > Shortcut Arrow, where you may choose "No arrow".
For more information see Remove shortcut arrow overlay in Windows 10.
Addition by user @LPChip:
The shield means the shortcut is set to always launch as administrator and will give a UAC prompt. Disabling launch as admin will remove that shield.
The 2 blue arrow icons means the shortcut is compressed. Right-click the shortcut, Properties, Advanced, and uncheck Compress.
The curved arrow on white means it is a shortcut and requires the above hack to remove it.