Hi @FINCHBU ,
Not tried but below may help
Acrobat Add or Edit link => Open a file: Adobe Help, Links and attachments in PDFs
Reference: https://helpx.adobe.com/acrobat/using/links-attachments-pdfs.html
macOS Preview & Pages: using file:// URIs in PDF links
Reference: https://discussions.apple.com/thread/251142029
Also, do accept the solution if answer worked for you so that anyone else also facing something similar can directly go to the right response.
Thanks
Ankit