Since Daedalus 0.10.0/Cardano 1.2.0, ada can be stored on a Daedalus paper wallet.
These are the instructions for how to send ada to a paper wallet.
1. Scan the QR code with your smartphone to obtain the address of the paper wallet.
2. Send the paper wallet address to the machine where you have Daedalus wallet installed.
3. Copy the paper wallet address to your clipboard.
4. Open the Cardano Blockchain Explorer and paste the paper wallet address into the search box, click on Address and then click the search icon.
5. You can check your paper wallet address and balance. At this point, if you have a new paper wallet, the balance should be 0 ada.
6. Open Daedalus wallet and click Send
7. Paste the paper wallet address into the Receiver field, and input the amount of ada you want to send to the paper wallet in the Amount field, then click Next
8. Enter the spending password for your wallet click Send
9. Reload the Cardano Blockchain Explorer browser page to verify your transaction using the explorer.
10. You will also be able to see the transaction in your Daedalus transaction history.
For assistance, please submit a ticket to the IOHK support team from the Help menu in Daedalus, or by using the submit a request form.