I recently linked We happy few to gog galaxy from steam, and wanted to get rid of any possible dmr that may come from steam.
I uninstalled the game from steam but it left the game still considered downloaded in gog. I then unlinked the exe thinking I could go and redownload it but I seemingly can't. At least it's not considered downloaded anymore.
Is there any way to redownload the game from gog? I can't find any way to do it.

Also how do I make a shortcut for a game? I'm sure i would figure it out soon enough tbh but it's easier to ask so
Also also, I tried to find a faq section or a community guestions section but couldn't find either past the confusing ui. Does either of them exist?

You can't download a game from Gog with Galaxy if you don't own the game on Gog.com. Galaxy is only used as an interface to download and play the game from Steam.

First of all: The right terminology would be "Galaxy", not "GOG". GOG is the store, while Galaxy is the launcher.

About the shortcut.
You can add the game manually to Galaxy in addition to the Steam version. This manually added version can have a customized link.

But it will still require Steam in order to run, that's how Steam ticks.

To download the GOG version of the game (either using Galaxy or the offline installers), you need tow own it on GOG, as stated earlier. Reason: Since Valve got your money, it's up to them to provide the files.

This post is why I'm not a fan of this whole integration feature, It just confuses newcomers more than it helps anyone.

OP, linking a Steam game to GOG Galaxy does not convert it or redeem it on GOG.com. It is not a DRM removal service either. While games sold on GOG.com are DRM-Free, it is still a separate store with a separate library. If you want a DRM-Free version of We Happy Few, you need to buy it on GOG.com.

External games linked to GOG Galaxy simply allow you to launch your external games via GOG Galaxy client, it does not grant you a GOG.com version of that game for free.

IP rights issues aside, if GOG.com were to give all their games away to every Steam user, then nobody would buy anything from GOG and it would cease to exist.