AxAcroPDF won't open hyperlinks

Question

This is my very first post here, so I would like to start with Thank You. I found a lot of answers here.

I cant seem to open any link or hyperlink in pdf files with AxAcroPDF viewer? The Viewer is in a Windows Form and I use C#.

example from AxAcroPDF Viewer

Problem 1: When I click on a link nothing happens. Problem 2: When I click on a local file link I get this security warning pops up and when accepted nothing happens?

But with Adobe Reader DC everything works just fine.

Thanks