We have searched the data collected in 1998, 1999 and 2000 at centre-of-mass energies between 189 and 209 GeV for Higgs candidates from the process $\rm e^+e^- \rightarrow h^0 Z^0$ followed by the decay of $\rm h^0$ into $\rm A^0 A^0$ when $m_{\rm A}$ is below the production threshold for $\rm b\bar{b}$, and $m_{\rm h}$~is within the range 45--86 GeV. In this kinematical range, where the decay of $\rm h^0\rightarrow A^0 A^0$ is dominant and the decay of the $\rm A^0$ into b-quarks is not allowed, the standard Higgs searches have very small sensitivities and the development of a dedicated topological search is required. This search can be interpreted within any model that predicts the existence of at least a scalar and a pseudoscalar Higgs boson as in the CP conserving Minimal Super Symmetric Model (MSSM) and in Two Higgs Doublet Models (2HDM). Interpretations within models where the physical Higgs bosons are not CP eigenstates, like the CP violating MSSM, are also possible. Since no excess of events is observed above the expected Standard Model backgrounds, the results of this search are used to set model-independent limits on the cross-section for the process $\rm e^+e^-\rightarrow h^0 Z^0$ assuming 100\% decays of the $\rm h^0$ into $\rm A^0A^0$ and 100\% decays of the $\rm A^0A^0$ into each of the following final states: $\rm c\bar{c} c\bar{c}$, $\rm gggg$, $\rm \tau^+\tau^-\tau^+\tau^-$, $\rm c\bar{c}gg$, $\rm gg\tau^+\tau^-$ and $\rm c\bar{c}\tau^+\tau^-$. The limits are also interpreted in the no-mixing MSSM scenario.