Non Steam games in libary

Try quitting Steam properly through the menu rather than just shutting down the computer.

I've found Steam can be a bit funny with saving settings when it's closed as part of a forced shutdown.
 
Do what orderoftheflame said, and then make a backup of Steam\userdata\10316222\config\shortcuts.vdf

My shortcuts dissapear once every few weeks for some reason, so I have to keep replacing the shortcuts file with the backup to get them back.
 
Also sometimes if it's a game which updates itself Steam will lose the link, happened a couple of times with "mighty quest for epic loot" for me :)
 
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