When I read the title, I was thinking of something sophisticated such as hidden executable streams inside the MKV container (IIRC, it’s possible to append binary data other than audio, video or subtitles specifically inside a MKV). The “.lnk” trick only works in Windows and, even there, it’s easy to prevent: Windows Explorer > Options > Advanced > find and check “Always show extensions for files” (i can’t really remember the exact label for this option as I’m not a Windows user, but something like this will be there).
Exactly! Thanks! I couldn’t point the exact label, I’ve been using Linux for years in a daily basis so I forgot most of the Windows shortcuts/options.