To avoid problems with video playback, instead of downloading for Android users, you need to long press the “Download” button. After that, a context menu will open, in which you need to click on the “Save” button.
To search for downloaded videos, use the built-in explorer and open the Downloaded -> Other folder. On older versions of Android, the file can be found in the Media folder. Accordingly, in English-speaking systems, you can search for this file in Download -> Other or Media.