When linking a local (i.e. not from commons) to a page with the prefix file (e.g. [[file::name of pdf.pdf]]) the link doesn't appear on the image page and the file is placed on [[special:unused file]].
If the prefix is media (e.g. [[media::name of pdf.pdf]]) this doesn't happen.
I don't know if this is a bug or it is by design, but it isn't the expected behaviour anyway.
Version: unspecified
Severity: normal