Firefox on Android, "Save to PDF" -- where does the PDF go? I am using the steps here.

But... nothing happens, and when I troll around the file system, I do not spot any new pdf.

What am I doing wrong?
The page is downloaded as a PDF in your preferred download location, which by-default is the directory named Download under Internal Storage. When successful, a notification is shown that the page has been downloaded and it can also be seen through Tools > Downloads section within Firefox. 

If you do not give Storage permission to Firefox, Firefox confuses the user when trying to save a page. When my Firefox didn't have Storage permission and I tried to save a page, it just did nothing, as in no UI response.