If the pdf displays in Safari, using File - Save as (Command S) should bring a save dialogue where you can change the name/location.
Some pdf files won't display directly in-browser from a web link, due to the server where they are not telling browsers the correct file type for that. If you can give examples of ones which download, we can check to see if the same thing happens.
OK your command S option is working. I had tried Ctlr click instead (like I used to do in previous OS versions, and this was not bringing any "save option in the pop-up menu).
For the first question, here is an example of a web adress linking to a pdf file that directly downloads on my hard drive.
ok, good example - the site server is adding
"Content-Disposition:·attachment;..." to the headers which browsers see when accessing a file, this tells them to download the file, rather than display on the page.
I don't know if any workrounds or extensions exist to make Safari ignore this - will let you know if I find any.