File Link Not Working

I made a link to a PDF file and when I test it out on Squarespace, the PDF shows up and everything works well. However, when I go on the actual website and then click on the same link again, the screen where the PDF is supposed to show just turns into a blank white screen with nothing on it. How do I fix this? I added some videos to also give you a better insight on what's going on. Help will be greatly appreciated!