Mozilla no longer allows extensions to modify built-in Firefox dialogs in this way.
To save a PDF from the Zotero Connector, go to the Applications pane of the Firefox preferences (“Options” on Windows) and set PDFs to “Preview in Firefox”. When viewing a PDF, you can then click the Zotero Connector save button to save the PDF to Zotero, or click the download button in the PDF viewer toolbar to get the open/save dialog.
If you see “Save to Zotero (Web Page…)” when viewing a PDF, the site is presenting the PDF in a webpage frame rather than serving the PDF directly. Right-click on the PDF and select This Frame → Show Only This Frame to view the PDF directly, after which you will be able to save it to Zotero.
If you prefer not to preview PDFs in Firefox, you can also drag a PDF link from Firefox to Zotero to add it to your library.
Once you've added the PDF to Zotero, you can right-click on it and select “Retrieve Metadata for PDF” or “Create Parent Item”. This process will be automated in a future Zotero version.