This script will add a item to your right click context menu of a folder in File Explorer. From it you can download most videos just by entering their URL.
Run this command in an admin command or powershell terminal.
python.exe video_context_menu.py --install
# Context menu item added.
Right click anywhere on the background of file explorer.
There will be a item called Download Video.
When you click it, it will open a dialog for you to put the URL into.
When you click OK, the video will begin to download.
The video will then be downloaded to the folder you right clicked in.