@James Mckeown I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this!
Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to "Accept " the answer. Accepted answers show up at the top, resulting in improved discoverability for others.
Issue: AVD - Upload/Download Folder Missing
Cause & Solution: Customer shared - "The reason is - We joined it to AD DS and have noticed we have a GPO with Do Not allow drive redirection configured here:
Computer Configuration\Policies\Administrative Templates\Windows Components\Remote Desktop Services\Remote Desktop Session Host\Device and Resource Redirection"
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