Look at lines:
Verknüpfung.AddRange(File.ReadAllLines(Datei, Encoding.UTF8));
and
Shortcut.Click += delegate { Process.Start(Verknüpfung[1 + i]); };
Verknüpfung[1 + i] is one higher than then number of items in the list.
i seems to be incrementing faster than the list is populated.
Try changing
Shortcut.Click += delegate { Process.Start(Verknüpfung[1 + i]); };
to
Shortcut.Click += delegate { Process.Start(Verknüpfung[0 + i]); };