I found a solution to permanently mount a drive. However the drive is not mounted on every session. I did this on Windows Server 2019.
Let's say we want to mount a directory called target_dir located on target_server.
My username is my_username and my password my_password on a domain called MY_DOMAIN.
Let's mount it on the T: drive.
Firstly, create a new text file anywhere (on your Desktop for instance). Open it and parse this:
@ECHO OFF
net use s: \\target_server\target_dir /persistent:yes
Then, rename it to mount_drive.bat and move this file to C:\Windows\System32\GroupPolicy\Machine\Scripts\Startup.
Be sure that the file is not a .txt file anymore.
Now, press Win+R, type gpedit.msc and run the Local Group Policy Editor.
Browse to Computer Configuration\Windows Settings\Scripts (Startup/Shutdown) and double-click on Startup.
Click on Add... then Browse..., select the file you have just moved.
Then browse to Computer Configuration\Administrative Templates\System\Logon, set Always wait for the network at computer startup and logon to enabled, save and close.
Open an elevated terminal to save your credentials. Then configure Windows in order not to disconnect this drive after a timeout.
cmdkey /add:target_server /user:MY_DOMAIN\my_username /pass:my_password
NET CONFIG SERVER /AUTODISCONNECT:-1
You can optionally verify everything works by running C:\Windows\System32\GroupPolicy\Machine\Scripts\Startup\mount_drive.bat
Reboot