Will it flash drive virus infect my pc and cellphone?

Hello,

I have an OTG cable for my android phone. I copied some documents from my phone to my USB flash drive. That same flash drive, I plugged into my desktop computer. Everything seemed to work out fine. I still saw all the files I copied. However, when I closed the folder and re-opened it again, it showed me a shortcut of the same removable drive with A 2kb size. Not knowing if my flash drive was infected, I clicked on it and it showed me my files, but only half of them were there and the others probably got erased. I formatted it and got everything deleted. When I re-copied some files on that same flash drive and plugged it back in to my desktop, it showed me the same problem. The shortcut.

Here are my questions:
1. Did my android phone got infected by that virus? (I didn't run anything or open any file. I just copied pdfs on it and safely removed the hardware.)

2. Did my computer get infected by the virus since I double clicked on the shortcut icon shown in the folder?

3. Is the shortcut file an autorun file?

4. The computer or USB flash drive security did not detect any threats, and reformatting obviously is not doing the trick. So can you suggest ways on how I can fix this issue?