Today a weird local Z: drive appeared, it wasn’t a mapped network drive, but a local drive that wasn’t listed in the Disk Manager. It was the same size as the C: drive, but contained different files.
I realised that this was a substituted drive, pointing to a folder on the C: drive. I’m not sure how it got created on my fresh install of windows that had only had a few programs installed.
The fix was to type subst Z: /D in the command prompt, which deleted the substituted Z: drive.