Is there no way to save opened file as file link(shortcut to file) in sumatra?
There is no way to create links from Sumatra.
A potential work around (with a slight risk of not working) requires
F2 (rename) in a pdf should automatically take you back to the files own folder
Most often but not always the case (@kjk can this desired behaviour be forced)
You should see the active file in explorer select it and a right click will allow you to save as shortcut in the same folder (remember that would be pointless if it is a web cache)
You can Right Click “CUT” the “- Shortcut” and navigate with the window to another location then Right Click “Paste” the “- Shortcut”
Finally “CANCEL” the rename or else you will have renamed the original to shortcut and then risk not knowing which is which.