SingleFile extension can save a web page into a single html file where all media are neatly inlined inside the file. You’ll have to do this manually on each page though, so it’s not ideal for saving the whole website.
If you’re comfortable running commands in terminal, you can use SingleFile CLI to crawl the whole website, e.g.: single-file https://www.wikipedia.org --crawl-links=true --crawl-inner-links-only=true --crawl-max-depth=1 --crawl-rewrite-rule=“^(.*)\?.*$ $1”