> Warning: File has moved from
> www.tessa-support.com/tempfiles/techdocs/black2/copier/general/r_gen.pdf to
/

... etc

Could it be that HTTrack is correct and the PDFs
have indeed been moved? Check that, first. (Also,
isn't bandwidth a problem on that server? Some
server Admins might take offense at a download 
speed of 500kB/s with 8 connections.)
Did you, in your MIME settings, choose
"application octet-stream" as the "MIME identity"
for PDF "File types"? It helps. 

Experiment. Put some of the URLs, for example,  

www.tessa-support.com/tempfiles/techdocs/black1/coretech/CTM0-Introduction.pdf

in your browser to see whether the file is actually
available. If they are, then make a text file that 
contains a list of the PDFs that you miss, like so

<http://www.tessa-support.com/tempfiles/.../r_gen.pdf>
<http://www.tessa-support.com/.../CTM0-Introduction.pdf>
<http://www.tessa-support.com/tempfiles/.../v34.pdf>
<http://www.tessa-support.com/tempfiles/.../in_swap.pdf>

...etc etc 

One URL on each separate line, and no empty lines in
between. Save the file. Open WinHTTrack to start a
new project. In the "URL list" settings (just above
the "Set Options" button), enter the path to the 
file you've just created. Configure the remaining
settings as you normally would. Run WinHTTrack.
Let us know how it went. Good luck.