I have exactly the same situation. In the C: folder they are mostly shortcut files with occasional .Vstsound files with creation dates later than the shortcut files. How did that happen!
For some reason it is all so complicated.
Why can we not have, in Halion, a simple ‘where is my data?’ button and a simple ‘i want to move my data to’ option. Perhaps they already exist, but they appear to be hidden on the dark side of the moon (the non-more-black interface).