Someone on stackoverflow showed me how a few years ago and I can’t find the post. Basically the shortcut itself works like a batch file.
It’s Right-Click > New > Shortcut then you enter a script/string directly in the “Type location of the item:” text box, I can’t remember what the syntax was.
I found it, but I had a more complex one, I just want to start two programs normally. Not sure how to modify it.