When experiencing problems saving PDFs from Colleague while using the Microsoft Edge browser (and the operation works in other browsers, such as Chrome):
You can try temporarily turning off the "SmartScreen" feature in Edge. This is done via the "more" icon (the 3 little dots), then click Settings, and then Advanced Settings (you'll have to scroll down to see it). The SmartScreen is at the very bottom of that tab (again, you'll have to scroll down). If the SmartScreen feature is turned on, try turning that off, then close and reopen the browser, and see if the PDF download from Colleague will now work. If it doesn't have any effect, I'd recommend restoring the SmartScreen option to its original setting.
Another option ... a bit more extreme, but it may be worth it. In Edge, open the "Hub" (icon looks like 3 parallel lines), click the History button (clock icon), click the Clear All History link (it won't delete anything immediately), then mark the check boxes for Browsing history, Cookies and saved website data, and Cached data and files. Then click the Clear button, close and reopen the browser, and see if the PDFs will download in Colleague. This may do a few odd things, e.g. log you out of Google Mail if it is open in Edge, and you may have to begin your next Colleague session in Microsoft Edge by pressing CTRL + F5 (hard refresh) prior to logging into Colleague.
When experiencing problems saving PDFs from Colleague while using the Google Chrome browser (and the operation works in other browsers):
There are times when browser extensions can interfere with generation of PDFs in Colleague. One such extension is "PDF Viewer". When this extension is active, PDFs generated in Colleague may come up as blank pages (in the viewer and in the downloaded file) in Chrome. Note that this is a known problem with Google Chrome, but may also similarly affect generation of PDFs in Colleague in other browsers as well.