Delete your desktop folder from your user folder (you'll either need to authenticate to do that or you might need to boot off a different volume (e.g. a backup) and delete the folder from afar; I can't remember).
Rename the symlink from "Desktop symlink" to just "Desktop".
Hmmm.... The steps I gave (and that you followed) are exactly what I did to put my Desktop on a different drive, and it works fine for me.
To confirm, in your user folder you have a symlink named "Desktop" to a folder somewhere else named "Desktop"? And on your actual desktop the files aren't there?
Huh, that's definitely a possibility. I've done this on my MBP, where I put the SSD in the optibay and left the HDD in the standard bay, so both drives are mounted during boot up. Maybe that's why I'm not having the problem you are.