Trouble opening files via links on PDF

Hello,
I am working with a pdf that is a one page table of contents for a law treatise. Each table of contents has multiple bookmarks/tabs within the page. Clicking a tab title is supposed to open a more in-depth document (also in pdf form). However, when I click on the tabs I get the following message: "Could not open the file '19_1.pdf'" (where 19_1 is the file name and relates to the chapter and tab).
The pdf originally comes from a treatise website, and I feel like the Adobe is looking for the file locally on my Macbook and not attempting to look on the internet for the file. I have received the more in-depth pdf from a friend and saved it on my desktop. When I click on the corresponding tab in the table of contents the table of contents link works correctly. There are many more table of contents and pdfs I need to read over the course of the semester (it is basically our textbook).
Does anyone know what might be the problem? I can clarify anything that does not make sense.
Thank you.
SMH

I can navigate to the files using finder, I can even open the files in other applications (non-Adobe) so everything appears to work properly except for opening the files using the Adobe Photoshop CC. I had also read about the problem with SMB vs. SMB2 and even Mac's new SMBx but this issues doesn't feel as though it will be resolved by changing the file transfer protocol considering the transfer is working properly for non Adobe applications.

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