Open the Terminal application in your /Applications/Utilities/ folder and enter the following command:
ls -la ~/Desktop
When this is done the Terminal will list all items in the Desktop folder, including hidden ones. In the resulting list, do you see a file called ".localized" (with a period before its name)? If not then try running the following command to create it:
When this is done, try logging out and back in to see if that allows the desktop folder to accept the new language translation.