not sure about downloading videos from certain sites, there are extensions you can add to chrome that will download files, but some sites have anit-download software. the certain way to save videos like that, although it's a bit annoying for long videos would just to screen record it. like put it on full screen and start screen recording. it allows you to just record w.e window or even just a tab. so you can record it while you're still using your computer, but it just will take however long the video is. the one I usually use is just called screen recorder in chrome extensions. the one with 2million users.
I think windows 11 has its own screen recorder software.