Hi,
Thanks you for posting your query in Symantec community.
I would be glad to answer your question.
I hope you are using all three SEP features AV/AS, PTP & NTP.
Even after formatting external drive if shortcuts are getting created it means virus is active on the system as well.
Shortcuts are getting created on pen drive but source file might be present on the system.
Need to find out that infection/source file and submit to the Symantec for further analysis.
Symantec Help (SymHelp)
http://www.symantec.com/docs/TECH170752
You can scan the machine using Symantec power eraser tool.
Use Power Eraser to detect threat and remove them
http://www.symantec.com/theme.jsp?themeid=spe-user...
You might have to submit suspicious files to the Symantec for further analysis if issue remained same.
Using Symantec Help (SymHelp) Tool, how do we Collect the Suspicious Files in SEP 12.1 and Submit the same to Symantec Security Response Team.
https://www-secure.symantec.com/connect/articles/u...
Symantec Help (SymHelp)
http://www.symantec.com/docs/TECH170752
Best Practices for Troubleshooting Viruses on a Network
http://www.symantec.com/docs/TECH122466
Also you can upload this suspicious file to the Symantec Security Response Team on -
https://submit.symantec.com/essential
OR
http://www.threatexpert.com
Preventing a virus from using the AutoRun feature to spread itself
http://www.symantec.com/business/support/index?page=content&id=TECH104447