Answering my own question...

> But if I try to do everything with this single command (intended for
> the target of a shortcut):
>    cmd /C "set HOME=C:\whatever &&  C:\path\to\runemacs.exe"

The problem seems to be the space between "whatever" and "&&", because
that space is incorporated at the end of the HOME variable.

So, the solution is to remove that space, like this:
  cmd /C "set HOME=C:\whatever&&  C:\path\to\runemacs.exe"

-- 
Dani Moncayo

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