Firefox is capable of saving to a complete web page.
The only problem is that pictures are in a separate folder.
I wonder if the Kindle (I have a Paperwhite) will be able to read from external sources (HTML usually has a separate HTML folder with the pics and other attachments in).
If that's the case, they're not that far off in making a Kindle e-pub compatible; but I guess they don't want to (rather than can't)...
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