Problem: Saving a PDF attachment directly to Sharepoint Online

Solution:

Download Adobe Reader DC

Install Adobe Reader DC

Open Adode Reader DC

Under Storage, Add Account

Under Microsoft Sharepoint, Click Add

Enter Account Name

Enter URL : https://*****.sharepoint.com

Open PDF from Email. This will open in Adobe Reader DC

File, Save As, Storage (Choose Sharepoint), navigate to folder and save.

Links:  https://get.adobe.com/reader/