If you're finding yourself wanting to save a video that's available on the web, but only served in the form of a bunch of TS files over HTTP Live Streaming (HLS), you may want to take a look at m3u8downloader. It's a command line tool, but you really only need to have Python installed, and it also works on Windows just fine, though you may have to hunt for the executable after installing it (it'll likely be in %APPDATA%\Python\Python38\Scripts, with the obvious adjustment if you're using a different Python version).
Using it is easy enough, too:
$ /path/to/downloadm3u8 'http://example.com/path/to/playlist.m3u8' -o outputfile.mp4 2020-08-27 13:47:04,326 INFO chose resolution=1920x1080 uri=[...] 2020-08-27 13:47:04,570 INFO http links rewrote in m3u8 file: [...] 2020-08-27 13:47:04,851 INFO playlist has 627 fragments 2020-08-27 13:47:31,846 INFO [ 2%] 10/627 fragments fetched 2020-08-27 13:47:58,210 INFO [ 3%] 20/627 fragments fetched 2020-08-27 13:48:23,242 INFO [ 5%] 30/627 fragments fetched [...] 2020-08-27 14:13:24,966 INFO [97%] 610/627 fragments fetched 2020-08-27 14:13:47,360 INFO [99%] 620/627 fragments fetched 2020-08-27 14:13:48,842 INFO 100%, 627 fragments fetched 2020-08-27 14:13:48,898 INFO media playlist all fragments downloaded 2020-08-27 14:13:48,898 INFO Running: ['ffmpeg', '-loglevel', 'warning', '-allowed_extensions', 'ALL', '-i', '[...]', '-acodec', 'copy', '-vcodec', 'copy', '-bsf:a', 'aac_adtstoasc', '[...]'] 2020-08-27 14:14:38,030 INFO mp4 file created, size=2202.1MiB, filename=[...] 2020-08-27 14:14:38,030 INFO Removing temp files in dir: "[...]" 2020-08-27 14:14:38,410 INFO temp files removed $
You'll need the path to the M3U file, of course; the easiest way to get that is probably to use your browser's DOM inspector and peek at the network traffic. If you have the video's page loaded but not started playing the video, the M3U file should be one of the first things being loaded after you click "Play", and you can copy its URL then.