I use a number of tools.
My Current Go-To for downloading pretty much anything, anywhere, is Internet Download Manager (program). It's phenomenal enough to buy the license. It'll grab anything. It's a hoarder's best friend. https://www.internetdownloadmanager.com/
The only thing is that some sites have their videos sliced up into several clips (dozens+) and play them on a playlist; It's more trouble than it's worth to use IDM for these videos, specifically. Its faster and easier to look for an alternate hosting/streaming location. It can download .ts videos.... but you should convert these so that they play better, using something like:
FFMPEG (command line) https://ffmpeg.org/ is a very powerful video media tool that can covert online videos to a local copy and can convert file types, edit and transform (flip, rotate, crop, and merge audio/video, and more). I don't use this for downloading. I use it mostly to "correct" videos; IE: a video has been flipped, I use it to un-flip it.
JDownloader as mentioned by others. Since it's a popular tool it can get gunked up by a site's download-detection protocols or whatever they do, and it can end up stuck, downloading slow, or downloads being rejected outright.
Video DownloadHelper (addon) Used to be pretty strong, and was my previous go-to. It's user-friendly with "out of the box" functionality, but they've started adding limits, specifically with downloading from YT. I still have it installed but I almost never use it (or anything else) because IDM just grabs anything and everything.
9xBuddy (website, various "website.###" suffixes) is something I used to use, but I don't use it much anymore, in favor of, again, IDM
There is also https://yesdownloader.com/en1/ a file snatcher for sites like such as for xvideos, PH, xnxx, xhamster, and probably others. I almost never use this now that I have IDM.
TL;DR: In case you haven't noticed the pattern; Just get IDM, and keep the others in mind in case something happens with IDM
