Preview app

If you click on the title of a Preview document a popup window will appear allowing you to change the name of the file and the location it saves. Keep in mind, if the document originally was saved as a .pdf and you want to make a .tif or .png out of it, use File menu -> Export to give it a different format. Otherwise maintain the file suffix of the original. There are portions of your hard disk that you can't save files to.

If you are saving files directly iCloud for any of your home folders, create a new folder on your computer to save the documents and then copy them using the finder to your iCloud saved folders. Your internet connection or login to iCloud may be messed up at the time of save from Preview and that would cause trouble saving the documents. If you want documents shared between your phone, computer, and/or iPad and don't have enough space on your iCloud, you can always email yourself those documents and retrieve the files as attachments on the other device and save them locally to the device instead of trying to sync them with iCloud.