@Berzelius - on an untweaked calibre portable version 2.76, double clicking a book with just a .LNK file works for me, it opens the link target.
What happens if you press 'V'
BTW - if you do the backup with a file sync utility you could either exclude PDF's, or better yet do incremental backups, then after the first backup, only the changes will be copied. Then you could keep the PDF's in the library.
BR
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