These look like dynamically generated pages because the URL does not end with a
filename, it ends with a directory slash "/". HTtrack does not support dynamic
pages. It only supports static pages and an URL that ends with a filename like
<http://mysite.com/index.html>. 

Looks like the Findagrave site changed on you. I suggest you ask the
Findagrave sysadmins if they have a static page you can download. 

As an alternative to download one page at a time, in your browser do File,
Save As, and in Firefox choose "Web page complete". This will download that
one page and all images for you. In Firefox the hot key is ctrl-S.

You might try a page saving service like <http://pagedash.com> (they have a free
option) but that also saves one page at a time too, but it supports more types
of pages. I tried to save your Adam Yancey page and it worked! In Pagedash you
can also put tags on each page you save.