> 10:33:35 Warning:  file not stored in cache due to
> bogus state (incomplete type):
> www.oysan.org/Assets/4v4$!2b1+to+three+small+goals.p
> df

It means the site is mal-configed. It reports "I don't know what type of file
'...goals.pdf' is. So Httrack doesn't know what to do with it.
Add a mime type pdf = application/pdf