Option Explicit

Sub SaveBookmarksAsPDF()
Dim oBM As Bookmark
Dim oRng As Range
Dim strFname As String
Const strPath As String = "D:\All Sections for this Project\"
    CreateFolders strPath
    For Each oBM In ActiveDocument.Bookmarks
        Set oRng = oBM.Range
        If Not oRng.Font.Hidden Then
            strFname = CleanFilename(oBM.Name & ".pdf")
            oRng.ExportAsFixedFormat OutputFilename:=strPath & strFname, _
                                     ExportFormat:=wdExportFormatPDF, _
                                     OpenAfterExport:=False
        End If
    Next oBM
lbl_Exit:
    Set oBM = Nothing
    Set oRng = Nothing
    Exit Sub
End Sub

Private Sub CreateFolders(strPath As String)
'A Graham Mayor/Greg Maxey AddIn Utility Macro
Dim oFSO As Object
Dim lng_PathSep As Long
Dim lng_PS As Long
    If Right(strPath, 1) <> "\" Then strPath = strPath & "\"
    lng_PathSep = InStr(3, strPath, "\")
    If lng_PathSep = 0 Then GoTo lbl_Exit
    Set oFSO = CreateObject("Scripting.FileSystemObject")
    Do
        lng_PS = lng_PathSep
        lng_PathSep = InStr(lng_PS + 1, strPath, "\")
        If lng_PathSep = 0 Then Exit Do
        If Len(Dir(Left(strPath, lng_PathSep), vbDirectory)) = 0 Then Exit Do
    Loop
    Do Until lng_PathSep = 0
        If Not oFSO.FolderExists(Left(strPath, lng_PathSep)) Then
            oFSO.CreateFolder Left(strPath, lng_PathSep)
        End If
        lng_PS = lng_PathSep
        lng_PathSep = InStr(lng_PS + 1, strPath, "\")
    Loop
lbl_Exit:
    Set oFSO = Nothing
    Exit Sub
End Sub

Private Function CleanFilename(strFileName As String) As String
Dim arrInvalid() As String
Dim lng_Index As Long
    'Define illegal characters (by ASCII CharNum)
    arrInvalid = Split("9|10|11|13|34|42|47|58|60|62|63|92|124", "|")
    'Remove any illegal filename characters
    CleanFilename = strFileName
    For lng_Index = 0 To UBound(arrInvalid)
        CleanFilename = Replace(CleanFilename, Chr(arrInvalid(lng_Index)), Chr(95))
    Next lng_Index
lbl_Exit:
    Exit Function
End Function