There IS a solution! :-) You can use the mklink command to make a "junction". For example, [C:\Users\MyName\Google Drive>mklink /j "..\My Online Photos (junction to Google Drive folder)" Photos]. Of course, the square brackets are NOT part of the command. Both quoted items can be either relative or absolute file paths. Either path can include the ".." (parent directory) type of reference. Quotes are only necessary if spaces are included in the filepath.
I choose to have my junction "copies" include a parenthetical junction reference in their name, as I don't want to forget the item is also "located" somewhere else.
FYI - I found the core part of this answer at another website but I could swear I've seen the answer on this website. For legal (and moral) purposes of giving credit (possibly for copyright) I am disclosing the source as wwDOTvistaheads.com/forums/microsoft-public-windows-vista-file-management/194591-how-do-i-have-shortcut-folders-sort-alphabetically.html.
Webmaster: If my publishing of this link violates website policy, you can delete it it but at least I will have not violated any laws or moral rules of giving credit where credit is due.