Hello Michael,
in my case your code works perfect, here my example code:
If Not IsObject(application) Then
Set SapGuiAuto = GetObject("SAPGUI")
Set application = SapGuiAuto.GetScriptingEngine
End If
If Not IsObject(Connection) Then
Set Connection = application.Children(0)
End If
If Not IsObject(session) Then
Set session = Connection.Children(0)
End If
session.findById("wnd[0]/tbar[0]/btn[86]").press
session.findById("wnd[1]/usr/ctxtPRI_PARAMS-PDEST").Text = "LOCL"
session.findById("wnd[1]/usr/cmbPRIPAR_EXT-OSPRINTER").Key = "Adobe PDF"
session.findById("wnd[1]/tbar[0]/btn[13]").press
Set Wshell = CreateObject("WScript.Shell")
WScript.Sleep 10000
Do
WScript.Sleep 100
bWindowFound = Wshell.AppActivate("PDF-Datei speichern unter")
Loop Until bWindowFound
Wshell.SendKeys ("Parked and Blocked Report" & " " & FormatDateTime(Date, vbShortDate) & ".pdf")
WScript.Sleep 100
Wshell.SendKeys ("{ENTER}")
WScript.Sleep 100
It works with and without open print daemon window, it seems that this makes no difference.
Don't be hopeless, together we will find a solution. 
Cheers
Stefan