CONCLUSION:
Options>Experts Only>Travel mode = "Can both go up & down" fixes the Problem.
While ../pdf/pdfhigherfolder.pdf is also covered by
Options>Links>"Get non-HTML files related to a link"=checked.

Your suggestions work fine Mr. Roeder.

In my eyes HTTrack Website Copier ist the best free-software Product on the
Web.
Thank a lot for your help.

Regards
mytar