How can I get Explorer "Sort by Name" to sort folder and folder shortcuts together?
This is not possible with explorer.
You can get close as long as you don't mind other kinds of files in the sorted list as well (a folder shortcut is a file not a folder).
Explorer solution
Right click "Group by" > "Name"

Before:

After:

XYplorer Solution
Right click "Sort by" > Untick "Sort Folders Apart"
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After:

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Source xyplorer
There is a freeware version.
Disclaimer
I am not affiliated with xyplorer in any way, I am just an end user of the software.