Sample Code to Generate PDF from Lightning components with in-memory data

DataDisplayController.cls

public class DataDisplayController {
	public String PDFData {get; set;} 
    
    public DataDisplayController(){
        PDFData = '';
    }
    
    public PageReference downloadPDF(){
        System.PageReference pageRef = new System.PageReference('/apex/PDFGenerator');
    
        //ensure pdf downloads and is assigned with defined name
        pageRef.getHeaders().put('content-disposition', 'attachment; filename=TestPDF.pdf');
     
        return pageRef;
    }
}

DataProcessor.cmp

<aura:component >

   <!-- attribute to accept Visualforce page's javascript method -->
   <aura:attribute name="sendData" type="object"/>

   <!-- Button component to invoke PDF download -->
   <lightning:button label="Download Document" onclick="{!c.downloadDocument}" />
</aura:component>

DataProcessorController.js

({
 downloadDocument : function(component, event, helper){

  var sendDataProc = component.get("v.sendData");
  var dataToSend = {
     "label" : "This is test"
  }; //this is data you want to send for PDF generation

  //invoke vf page js method
  sendDataProc(dataToSend, function(){
              //handle callback
  });
 }
})

LightningPDFGeneratorDemo.vfp

<apex:page controller="DataDisplayController" showHeader="false">

    <apex:includeLightning />
    
	<!-- Page code -->
    <apex:form>
		<apex:inputhidden id="hidData" value="{!PDFData}"/>
    
    	<apex:actionfunction name="jsGeneratePDF" action="{!downloadPDF}" />
        
        <div id="lightning" />
        
    <script>
    	function saveData(data, callback){
            var hidData = document.getElementById('{!$Component.hidData}');
            hidData.value = JSON.stringify(data);
            
            //invoke PDF Generation
            jsGeneratePDF();
         
            //invoke callback;
            if(typeof callback == 'function') callback();
        }
        
    	
    	function loadComponents(){
            console.log("Loading lightning component: DataProcessor");
            
            $Lightning.use("c:LightningPDFGeneratorDemoApp", function() {
                $Lightning.createComponent("c:DataProcessor",
                { 
                    sendData : saveData
                },
                "lightning",
                function(cmp) {
                    // do some stuff
                });
            });
        }
		
		loadComponents();
    </script>
    </apex:form>
</apex:page>

LightningPDFGeneratorDemoApp.app

<aura:application  extends="ltng:outApp">
    <c:DataProcessor />
    
</aura:application>

PDFGenerator.vfp

<apex:page controller="DataDisplayController" renderAs="pdf">
    {!PDFData}
</apex:page>

Quando eu clico no botão Click Download recebendo um erro, por favor me ajude nisso.

Conseguiu resolver ?

Will need more details. I just recreated whole solution afresh in a separate environment and it is working as expected. So, I assume, there must be something missing/wrong at your end. Do try to re-create this in a fresh developer org for clarity.