The hdd folder is
/media/hdd/
you can create it by the command line or, even more comfortably, by a FTP client like Filezilla or similar.
But question is: what does it mean "BH 309 ALSO deleted the shortcut"? BH does not delete anything and hdd is not a shortcut.
If you had a shortcut, where did you have it? On your PC? Please explain.