If you can't save a certain message conversation as PDF in Droid Transfer, it may be that the conversation is too long, or contains too much media.
If you attempt to use the "Save as PDF" button on such a conversation, you may save a file which is 0kb in size. This is a sign that the save has failed, and you won't be able to open the PDF to view it, as there is no content.
To resolve this issue, please firstly ensure that you have the correct permissions to copy the conversation. How to give Transfer Companion app permissions.
If the issue persists, please instead save the conversation as HTML (Using the "Save HTML" button in the Droid Transfer Messages section).
If this copy is successful, you can then convert your HTML to PDF using your browser.
To do this, please open your exported HTML file in your browser (e.g. Google Chrome, Firefox, Edge). Then go to print the page (you can right-click, then Print). In the print options, please set the print destination to "Save PDF" or similar. Clicking Print will then save your conversation as PDF, rather than printing it out for you.