I am afraid I have found a bug in the PDF conversion in Aspose.Words.
Please have a look at the template I have attached.
In the table with the child region, on the first row of the table I have ticked:
"Repeat as header row at the top of each page"
I have also given that row a bottom border.
When I mail merge using Words and save as Docx everything works perfectly. But when I save the output as PDF then the bottom border disappears on the header row on the repeated pages (provided that there are enough rows in the child region to create new pages).