I realize this thread is a little old, but I had the same issue until I was able to fix it today. Auto sort worked in some folders, but not in others. Copy and pasting to different drives yielded mixed results. There was no pattern I could see. Resetting settings didnt work, regedit solutions didnt work, deleting automatic and customdestinations didnt work, nothing listed anywhere on the www worked. The problem seemed to start for me when Windows changed the File Explorer to the new format, whatever that is, about 1-2 years ago. Soooo, having read that OneDrive or other backup services can cause this when things are pinned to quick access in file explorer, i checked to see what I had pinned there: In addition to Downloads, I had Pictures, Videos, Documents, and Music - nothing else. When you right click near the pinned items, you get a menu. Show Libraries was not checked, so the Libraries that would show up under the pins area was not visible at the time. Soooo, having no other folders pinned, I didnt think that was my issue, and I continued to be frustrated with file explorer.
Today, while just playing around in file explorer, I decided to tick the Show Libraries option. I immediately noticed that the icons were different for Music and Pictures when comparing the Libraries and Pinned versions of the links. So I unpinned EVERYTHING, and re-pinned everything by right clicking on Documents, Pictures, Music, and Videos from the "Libraries". When I re-pinned Pictures and clicked to open my pics from the pinned shortcut, file explorer gave me a screen where I had to choose the folder where my pics were located, much like how one would choose which pics folders to view in a viewer app. I chose my pictures folder from my user folders, and BAM. Problem finally solved. Hope this helps u.