The specific site you're saving from has a very restrictive encryption configuration (specifically, a single TLS 1.2 cipher suite) that current versions of Zotero don't support. A future version of Zotero will fix this, but for now, you'd need to just download the PDF to disk and drag it to Zotero. This is very rare, though — the vast majority of sites aren't configured this way (and I suspect this site didn't mean to do so either).
Can you provide a Debug ID (different from a Report ID) from Zotero for a save attempt that fails?