Saving Items to SharePoint Online is HARD

Also in the same boat as you Paul, albeit a school district here. Here is what we have done to alleviate some of the pain of saving from email, Adobe (non-office programs): All schools/dept. have their own Mapped Drive, and each dept/school with its own folder within. That is where I put in the network location shortcut to their formerly network folders whose contents have migrated to sharepoint online...used a "-Online" appending to the folder name on all of them so everyone gets the same experience. Now when they try and "Save As", they browse the usual way to their mapped drive and see the -Online shortcuts pointing to their SharePoint library. You will need to use icacls to permission those network shortcuts as there is another folder inside them. For the case of office programs, the migration training meeting is essentially a demo on how to save in sharepoint. The goal being for the users to just modify an office file (docx, xlsx, pptx) in their dept. sharepoint site library once...then the "sites\shortcut to sharepoint site library" shortcut appears. Smooth sailing from that point...once the "hump" is transited. Hope this helps and eagerly awaiting Microsoft's upgrades to this process.