I have checked before mirror that the filename is not empty

filename is  FNMA_2016C01_RMT.pdf

link updated...
[download]

You did not tell us whether your program works if you hardcode $filename to a fixed value. This would help us determine whether the problem is with the value of $filename or somewhere else in the program.

Please do not post small snippets of your program that don't work stand-alone. Reduce your program to an example of about 20 lines that still is self-contained and is runnable by us and which still exhibits the problem.

My bet still is that you are extracting an invalid or empty filename, but you're not showing us how $filename gets populated.

If you want to help us help you better, please follow the steps outlined above in Basic debugging checklist and in my replies above. All of the steps are necessary.

...and it prints 'link updated...' like it should, right?

You call the mirror method from the Module LWP::UserAgent.pm/WWW::Mechanize:

Take a look what happens to the $file parameter:

sub mirror {
    my($self, $url, $file) = @_;

    my $tmpfile = "$file-$$";

    rename( $tmpfile, $file ) or die "Cannot rename '$tmpfile' to '$fi
+le': $!\n";
[download]

There have to be an empty string somewhere.