This more of an advanced solution and it's worth a try.
This extension for Firefox browser will add a button next to your URL bar where you can easily download videos from most of the websites. Unfortunately it doesn't work on Youtube. But it works on Dailymotion, Vimeo etc.
Allavsoft lets you download videos from various websites such as Udemy.
Note: Please note that you need to pay to use this tool, but they offer a free-trial option.
Internet Download Manager is an easy-to-use downloader tool that can help you download virtually everything. It is also a download accelerator, meaning that it can optimize your internet connection to the fullest and download files in a much quicker way. You may download it through the official website.
Note: The tool is not free of charge, but they do offer a free trial.
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