PDF Viewer - How to get bookmarks which link to other PDF's working


We are moving a large set of PDF files, currently stored on our network via a windows share to our nextcloud instance. We have PDF’s which link, relatively, to other PDF files.

Lets assume I have a folder named:
FOLDER 1\PDF 1.pdf
FOLDER 1\PDF 2.pdf
FOLDER 1\PDF 3.pdf

in PDF 1.pdf I want to have bookmarks to PDF 2.pdf and PDF 3.pdf. In Adobe Acrobat I’ve tried making a bookmark which links to just “PDF%202.pdf” and “PDF%203.pdf” as a test, with no path information, but nothing happens when I click the bookmarks in the PDF viewer.

Is there a way to get PDF bookmarks working in this manner?