VideoDownloadHelper (Firefox addon) is usually quite powerful

It depends on how the video is embedded and which format it is.

• You can try to open Page Info (CTRL+I) > Media tab and see if you can find the video there (Firefox).
• Sometimes you can right click and open frame in new window, which then allows you to save it (you may need to enable dom. event. contextmenu in about:config if they block right click)
• Get the VideoDownloadHelper addin (Firefox)

try 1dm app on playstore. it has a browser where you can tap a button and see the videos in the page that can be downoaded.

yt-dlp works often enough. You can specify cookies for login information as command line options, first have to login in the browser though and look for the info in the console.

I’ve had success with jdownloader or some firefox addon that grabs media in the past.

I would find the media stream requests in inspector and build a yt-dlp command adding same headers you find there. I was able to download some coursers like this.

jdownloader? works on a lot of sites. you can also use it to send credentials if that is required.

If none of the options others commented works, you could always resort to writing a script that screen records the videos by automating mouse clicks.

I usually try this method when there isn't something easier: https://superuser.com/a/990986