I take the occassion to restate another irritanting problem, it seems that on
the pages that are at the deepest mirroring depth the links are always
translated to point to the external site, even if a local version has already
been downloaded.
You can see it easily trying to download any site that has the same table of
contents on all pages, all the files in the table will be surely downloaded,
and the pages at the higher depth will point to the local versions, but the
last ones not.
The "fun" thing is that the links are still evaluated, there is just no search
for local versions, so a lot of work is done to translate the links to
absolute ones while the original ones, that are often relative, would point
naturally to the local versions (if you left "Local Structure Type" to
Site-structure)

I think you just need to search for a local version every and each time you
encounter a link