Hyperlink addresses in Word are always absolute, even if you omit the path. There are workarounds (e.g.
https://www.msofficeforums.com/word/...nal-files.html) but conversion to PDF may still lock them to the current path. Another possible workaround would be to set a hyperlink base for the document (i.e., via File|Info>Properties>Advanced Properties>Summary>Hyperlink Base); whether that's respected in a PDF conversion I can't say.