Wodlik, thank you for this detail.
I have the same v11 build and this is the process Xara handles external assets.
You are linking to a local filestore folder that can be named anything.
Perhaps in the past you saved your design as Ron's_Kitchen.web and then found RonK's_Kitchen_Web_Files and you assumed this was where all your PDFs needed to be. Whatever you call your PDF folder, and where it is, is irrelevant.
When you pick a local PDF file using Link to file and press OK or Apply, Xara creates a subfolder in %localappdata%\Temp\XaraTempSupportFolders\.
This sub-folder has a random name like, 3a9dcdbf-08a0-4843-afb1-8d9ecffadea1_files, which will be tied to your design file so it knows where the PDF is stored.
On Preview, the external assets are added into the index_htm_files folder.
When you saved your design, as Ronk's_Kitchen.web, it also creates a new folder Ronk's_Kitchen_web_files and your PDF(s) will be in that folder and the XaraTempSupportFolders\3a9dcdbf-08a0-4843-afb1-8d9ecffadea1_files\ folder is purged and deleted.
What you are probably doing is using the same design filename for each sub-section thinking all the PDFs will then appear in the RonK's_Kitchen_web_files folder but what you are actually doing is replacing the previous one with the current.
What you need to do is place all your PDFs in a local filestore folder, probably by <topic> sub-folder grouping.
Each design file needs to have its own unique filename; you can follow a regime of Ron's_Kitchen_<topic>.web.
Each design file will now have its own external asset folder Ron's_Kitchen_<topic>_web_files.
When you publish, each server sub-folder will now have its own ..\<topic>\index.htm page with its own ..\<topic>index_htm_files folder containing the correct PDF files.
<topic> being airfryers, appetizers, ...
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