Are you actually viewing the PDF version online when you attempt to download it?
Or is there just a download link/button involved?
You can try deleting the cookies associated with that website.....this may end your current session so you may need to refresh the page & log into the online account again. I have to frequently delete a Microsoft Outlook cookie in order to view or download email attachments. This sounds a bit similar.
You can also try opening a private browser window to access the website to see if that makes any difference. This is just meant as a test to gather more information about the issue.
Also, try using a different browser to compare results.
What version of macOS are you using? Is it up to date? Is the web browser up to date?
You can also try booting into Safe Mode to see if that makes any difference. Safe Mode will prevent some third party background software from running which may be interfering. If Safe Mode works, then look at your third party software. If you have any VPN software installed, then uninstall them since they can easily prevent access to websites (turning a VPN off may not be sufficient some times).
Try creating a new macOS user account. Log out of your main user account, then log into the new macOS user account. If it works with the new macOS user account, then you have a Login Item or configuration setting issue with the main account.
