GS 

ok - I think you better clarify what you want this for as the explanation isn't completely clear.  For example, if you want your target file to contain both the source and the target then this could be for several reasons (just as examples):

1. it's a bilingual Excel file, in which case you should use the bilingual excel filetype (or the multilingual Excel filetypes from the appstore) and this will take care of this for you.
2. it's a word file and you want the source and target in the final format because your customer asked for this.  In which case you really need to use an app... for example - https://multifarious.filkin.com/2017/11/24/double-vision/
3. you just want to review the translation in Word and then import the corrections back in afterwards, in which case you use the "Export for bilingual review"

So what is your usecase for this, what is the source filetype etc.  A bit more information will help you get  better answer.

I need to make a proofreading in a PDF. The changes should be inserted directly in the PDF as a comment.
There is a glossary in Excel and I also need to check if the terminology has always been respected.
I have imagined importing the PDF into Trados and exporting it to Word and running a multiple find/replace program through it.
Then I have a version where all the words that are in the glossary are already displayed in a different color. The multiple search/replace only works in the source language, since a different term may have been used in the translation.
I then make the changes outside of Trados directly in the PDF.

GS 

ok - I understand your usecase.  But I have no clue why you want to "Export two columns with segments with the same text"?  Based on your explanation it sounds as though you could do this:

1. open the PDF in Trados Studio
2. attach your glossary to the project. You may not even need to convert it if the format is usable as you could take advantage of the Excel Term Provider plugin from the appstore - https://appstore.rws.com/Plugin/59
3. finish the job and then make the changes in your PDF as you refer to Trados Studio.

GS 

ok - I understand your usecase.  But I have no clue why you want to "Export two columns with segments with the same text"?  Based on your explanation it sounds as though you could do this:

1. open the PDF in Trados Studio
2. attach your glossary to the project. You may not even need to convert it if the format is usable as you could take advantage of the Excel Term Provider plugin from the appstore - https://appstore.rws.com/Plugin/59
3. finish the job and then make the changes in your PDF as you refer to Trados Studio.