HI Bradley,
I think it's safe to say that creating PDFs of web pages are probably the biggest headache I've witnessed in these forums. The reason is that html is not absolute like a page is. In addition, if the website is composed of a bunch of different things all put together by algorithms, there's no way for any PDF creation program to know what goes where.
You speak of 25,000 page site. Are you trying to capture the entire site? Ain't going to happen. There's no way for any PDF application can wind its way through all the links to capture everything.
As far as one page at a time, see if the site has a icon of a printer implying that you can click on that and be able to "print" that page. If you get that then instead of printing, select "Print to PDF" or better yet "Print to Adobe PDF." Another alternative is to go to the website "Print Friendly." Print Friendly & PDF I've found their service does an excellent job of converting what you see on a website into a viable PDF. It's free.
And why an Adobe tech support suggested InDesign is, well, strange. While you can do some web page creation in InDesign, there's no way to open a website within ID to reformat for printing (to PDF). I have no idea where or how that miscommunication came from.
But please be aware that a number of web programmers do not make the website compatible for converting to a PDF page. This can either be because of intent or by ambivalence. There's no way to know. FWIW, when it really really mattered to me to get a specific web page into a PDF and I was really really intent on it, I'd manually copy and pates the component pieces within InDesign to create the page from scratch. In other words, I do feel your pain. But 25,000 pages? Be prepared for a lot of pain.
Sorry