We talked with the consultant and believe to have found the problem. The printing issue in Adagio Ledger (and Adagio SalesAnalysis) is restricted to printing to a virtual printer driver - other printers have no problem printing these reports.

The difference between Ledger and SalesAnalysis to other Adagio applications is that the report names in the StandardRP directory have more than 8 characters for GL and SA. Reports with 8 or fewer characters can be printed to this particular driver. So it seems this driver doesn't support long file names...