How to keep server shortcuts?

Here's my issue:

I connect my mac to a local server at work, where I keep my work files. In the finder, I create folder shortcuts under "Favorites". However, as soon as I disconnect from the local server, I lose the shortcuts. They are removed automatically. Which means, if the system can't find the server, then it removes the shortcuts to the server. Other operating systems don't remove the shortcut, they are still there but just not accessible.

Is there a way to tell the mac to keep the shortcuts?