I do have this issue using 6.0.6.
Actually, I have made the upgrade from 5.2.3 to 6.0.6. and when I want to open a folder that contains a shortcut of a file, the server displays No DLFileEntry exception. After I have analysed the problem, I found out that LR looks for the tuple corresponding to the query <groupId, folderId, name[of file]> in the table dlFileEntry, however instead of searching the query with the parameters <[original]groupId, [original]folderId, name>, it looks for <[current]groupId, [original]folderId, name> and of course using this combination it will never find it !!
EXample (of my deduction):
Suppose you have a community called c1 within it you created a folder f1 and within this folder you uploaded a file let's say my_file. LR will create in dlFileEntry table a tuple containing <c1,f1,my_file>
Next, you changed to community c2, and chose the folder f2 and want to create a shortcut of my_file in f2. LR will send a query to your DB telling it "give me the tuple corresponding to this entry <c2,f1,my_file>" this time it won't find nothing, you have seen the result!!!
There is a table called dlFilesShortcut, maybe they missed to make the join with it when constructing the query to find the correct entry in dlFileEntry. Because in this table, we find the correspondence between the original community and the targeted community.
Hope it helps