Not perfect but control clicking on the title of the article in Feedly lets me choose Diigo Web Collector>Save to Diigo from the menu (on Chrome on a Mac with the Diigo plugin installed). I’m assuming right clicking on a PC will do the same.
What’s funny is I’ve been trying to figure a decent way to do this for a while. I didn’t think it was worth the pro version fee. There are many people who want Feedly/Diigo integration (Delicious is the current default). I was about to go the very difficult route of trying to write a browser plugin similar to Alan’s Flickr CC attribution helper. I was already at the point of looking at Chrome’s API documentation. I was then in the place of wondering if a Chrome extension could impact a Chrome application . . . luckily I then thought of an amazingly easy straightforward solution.
I know my reliance on the freemium tools of Internet is fraught with all kinds of drama. I’m working on it and I have backups. I will not weep if they wander off.