DAN_M I'm not sure if your print command is working exactly how you think it is... I have been doing some testing and it appears that if you set the argument after TO_FILE to AUTO, then the .PDF will appear in the measurement routine folder regardless of what is in the FILENAME field. The FILENAME field next to TO_DMIS_REPORT only sets the path if you are saving a .DMO file.
If you truly wish for the .PDF report to appear in a specified path, you need to set the argument after TO_FILE to either APPEND or OVERWRITE. Doing so, you can specify your variable path after the APPEND or OVERWRITE (e.g. APPEND = "C:\\TEST\\REPORTS\" + var1 + ".PDF").
Furthermore, when you do this, the report does not appear in the Report Window after saving to .PDF. To fix this, add a REPORT/TEMPLATE command after the PRINT command and specify the report template that you'd like to appear in the Report Window (e.g. TextOnly.rtp).