You should be able to accomplish this with Folder Redirection. The exact procedure varies a little depending on the Windows version.
In Windows 10 Enterprise (I think it works in all editions):
Create a new directory outside of C:\Users for Documents, and for Desktop (not sure if that's necessary, but it probably avoids some permissions problems).
Open Explorer to "This PC". Find the links to Desktop and to Documents towards the top (Note: DO NOT try to go to the actual directory to do this; it won't work).
Right-click on the Documents icon, and go to Properties.
You should see a "Location" tab that allows you to redirect the folder to the new directories. There are various options here, including whether to move the user's files or leave them in place.
Do the same for the Desktop icon, and repeat for the second user.