Uh-oh. I have an Autohotkey script which has always run on startup, for years. I have just updated my W10 OS from 1607 to "the latest", which appears to be called "20H2".
Neither of the methods here seems to work now (I tried both a shortcut in the startup directory for specific user and then all users, and also Task Scheduler, including with a 30 s delay).
Anyone got any insights about this? Is "20H2" a defective thing full of holes and poorly engineered software? That would be a first for Microsoft*.
Incidentally, with the 30 s delay attempt, something does happen after 30s: I get a dialog saying "what application do you want to open this file?". When I choose a simple text editor (TextPad for example) I get a dialog saying "? - OK to create ''D:\My'". HAHAHAHAHAHA. I've become attached to my Windoze-induced misery over the years.
Edit
Have tried many things... to no avail. Not surprised in the slightest.
As user, I reinstalled AHK, latest, 1.1.33. I tried rebooting with and then without TaskScheduler task enabled. No joy. I noticed there is an extra option when you install AHK, by default unticked: "Add 'Run with UI Access' to context menus". Didn't seem promising, but I tried it. This then insisted that it had to be installed under C:\Program Files. OK. No.
I tried installing as admin, that is: cmd, "Run as administrator"... No.
I tried installing as "secret admin", that is by logging in as the special admin account. No.
Standard MS experience: it simply isn't working. Re the comment "you run the autohotkey script at startup the wrong way": any more to say about that? That shortcut is to an AHK script. When I click on it, it runs my startup script. It was present in both locations mentioned in this answer.
Finally found, first, a workaround (?) with Task Scheduler, and then a partial solution: see my answer...
*This comment is ironic.