What is the best way to mirror messages from the Flex Pendant to a Siemens HMI?

You are quite welcome.

Yes, they are here:
%LOCALAPPDATA%\ABB\RobotWare\RobotControl_7.XX.Y\language
%LOCALAPPDATA%\ABB\RobotWare\RobotWare_6.XX.YYYY\language

@DenisFR
Found the directory. Thank you very much.