To my knowledge you can definitely still set your default apps by file type under Windows 10. PDF files are not among "the short list" that's shown on the Default Apps settings page directly. If you hit WinKey and search default apps one of the items that will be returned in the search is the "Choose default apps by file type" dialog. If you open it and search on PDF you can then select the application you prefer to have used to open PDF files.
Unless something's changed recently, and it could have, the app you've chosen in the main Default Apps settings for Web Browser is what should be used to open any link except for those that come back from a Cortana Search, which always get opened in MS-Edge. I have not heard anything along the lines that Microsoft has now forced the Mail App to use MS-Edge regardless of what you've chosen as your default web browser app, so I'd recheck that setting.
Presenting the willfully ignorant with facts is the very definition of casting pearls before swine.