i have a good solution for your Problem. Create a new "User Defined Command" and a Keyboard Shortcut to this command.
MC.Utils.CreateLink LNKSRC="${targetpath}${sourcefocusname}.lnk" LNKTRG="${focusfilepath}" LNKTYPE=4
This create a new shortcut in the Target Panel, but this works only for one file, not for multiple files. maybe somebody have a solution for multiple files and folders?